I have never seen a ghost and I believe I will never see one.
Human beings need to make sense of everything. when we don't, our brain try to connect it to something. When we hear that noisy sound downstairs that we just can't explain it's easy for the brain to think it's something we have seen or heard before that we can't explain, like the paranormal.
You should watch this episode of Derren Brown:
After that episode you will not believe in the Paranormal ever again :-)