Folklore considers ghosts are the souls of dead people appearing to the living. Such impressions are evil spirit beings, (which along with God’s angels can interact and appear in our physical world) impersonating a deceased person or exhibiting unhuman qualities. The disciples initially thought it was a ghost when they saw Jesus walking on the water (Mk 6:49). After Jesus had risen and supernaturally appeared to them in a locked room, again their reaction was ‘this is a ghost’, however He assured them a spirit doesn’t have flesh and bones (Lk 24:37-39; Jn 20:19).
In times past the Holy Spirit (who together with the Father and Son makes up the Godhead) was sometimes called the Holy Ghost.
See also: evil spirits, Holy Spirit, spirit realm.