A Baby Visits

I have been interested in ghosts for a long time but all efforts I made (asking them to show themselves in places I've been told are haunted etc) have been unsuccessful. As a result of that, I slowly lost faith and discounted ghost stories as just that, 'stories'.

Recently, however, my baby began babbling to 'nobody' (not just baby babbling, but obvious communication) and on several occasions, when my boys were practicing music, there (judging by the baby's terror) was someone sitting in the armchair next to the piano.

There is so much more to this story that confirmed in our minds, that our daughter had a visitor, and when she could finally talk, she said quite matter-of-factly, there is an old lady with a baby who visits us and that the baby's favorite toy is the blocks.

It was only a month or two after this that I finally saw her (or someone) moving down our hallway, a charcoal sort of smoke in the general shape of a person. It's funny because at the time, there was no doubt in my mind at all about what I saw but as time goes on, it feels like I imagined it but I know it happened.

I know that whoever it is is harmless as we've never felt scared. Also, about 4-5 months ago now, I was videoing my son and what looks like an orb passed near him... My husband wakes up occasionally and feels he's being watched (has done for years but never told me!), and is certain it's his Grandfather.

I would love to know who we should call to come and tell us who our visitor is but am told that if someone comes, they will get rid of them and I don't want that. Has anyone any idea of where we should start?