I have been dead for many years now.
I can tell you this, there are ghost. I am speaking from experience. When I was alive, the thought of ghost was very intriguing. Now that I am one, I find it rather mundane. You can see and hear everything, but you cannot interact without a hefty penalty. There is no rule book so everything is touch and go; you learn the hard way.
After those first few years of watching over people I became stir crazy. It does something to the mind when you cannot interact with anything or anyone. My desire to connect to others in some way was eating away at me. I had some luck eventually. I was attempting to speak with the woman that now resides in my home. After a good hour of no responce I became frustrated and knocked over a glass of water that had been sitting at the table. She had jumped and her eyes darted around the room. I was elated!
It seems that with enough strong emotion I was able to elicit a response from the world of the living. This interaction came at a price however. When a ghost gets wrapped up in an emotion the emotion may run wild with... messy results.
I'll just say that I'm not lonely anymore and leave it at that.