I think most ghosts are simply a wind blowing through your windows. (door open/close, object fall, sounds, suddenly feeling cold..). but sometimes, they're real- namely, when you
see them. not when a door slams itself and people go: oh no, it's a ghost..!
about what Yoshine said-
It's interesting to see how other cultures explain things. let me tell you about the Jewish way.
Firstly, Angels aren't trying to help you, Demons don't try to scare you. They don't 'give a damn'. they have their own tasks/ life goals. Angels are "good" simply because they have no 'evil instinct'* (sorry, free translation..) like humans have. demons do have it, and may do bad things.
Angels are made to serve G-D. so unless you're a prophet, you won't be seeing one.
Ghosts are souls of people that, for some reason, can't continue to the next world.
Ghosts that posses people -'Dibuk' -are souls of extremely bad people, and they're said to be suffering constantly- while not possesing someone.
Demons.. are generally ignored.. :D. we believe they exist. but why? where? there's not much tradition about them. however, some people never say the word 'demon'. I don't know the source for that- it might not even be a Jewish idea.**
*our goal in this world is to resist it, and do "the right thing" ( right by the Jewish religion).
** there's the torture in hell thing, but.. some streams in Jewish religion don't believe in hell- at least not THAT kind of hell.