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At the risk of turning this into a severely major debate...
Scientifically speaking, nearly every "ghost" sighting can be explained quite easily, that is, hallucinations or dreams. As far as the "thumps" go, I got nothin'. If I had to guess, it would probably just be the house "settling." The rest of the sightings are likely demonic.
Now, would you like me to prove that God exists? Clearly, there had to be a non-physical Creator. The laws of nature tell us that nothing physical is eternal, energy will run out. Ergo, the matter in the Big Bang could not possibly have always existed, nor could the energy that formed the matter have always existed. The material could not have spontaneously appeared without the aid of a spiritual/metaphysical Creator. God, however, could have always existed (He has) because He is outside of time and space, that is, the physical universe, and is therefore not bound by the laws of nature. The existence of God is a logical necessity.
As far as believing that a spirit can send you a message but not believing in ghosts, have you ever read the Bible? It quite explicitly says where the soul of a deceased person goes, and it certainly does not hang around and haunt random places for no discernable reason. Angels and demons, however, do exist and can perform many of the things attributed to "ghosts," and most always demons are the ones doing this.
