Soldier Ghost?

I've never really posted a story like this before but I've had some weird experiences since I moved into my home. I moved to my new house six years ago. For about two years nothing really weird happened. Then I had a conversation with my mother about ghosts. I had always believed that ghosts weren't real, that they were just mythical, but my mother told me something to the effect of "I didn't want to scare you but now that you're older I can tell you the truth" she then went on to explain spiritual warfare to me and told me that spirits do, in fact, exist. I became very fascinated with the paranormal after that and began researching it.

Shortly after that I was at home alone when I heard our blinds closing (they make a very distinctive noise) and went to see who was home. I went into the living room and saw no one but the blinds were moving. I figured that one of the cats had bumped them so I went to check but all of them were sleeping in other rooms. When I went back into the living room the fan had switched itself on (something it does quite often now). I was a little nervous but I just brushed it off. Nothing else happened for a while.

About a year later I moved my room downstairs into the basement. My dad installed a fan in my room with a remote control switch. For a few weeks nothing happened but I started to feel a bit uneasy. Then, one night, in the middle of winter I became extremely cold and I realized that my fan had switched itself on. I got up and turned it off then went back to sleep. I then woke up a few hours later and found my fan on full blast and my light on. Thinking it was just a wiring problem I got up and switched the remote off to cut the power to my fan/light then went back to bed. Nothing else happened that night and I told my dad about it the next morning. He took the fan apart and got a whole new switch for it but the same thing happened a few nights later. I figured it was just a glitch in the fan so I said nothing else about it.

A few months later I was laying in bed reading ghost stories on this website when my fan turned on again. I ignored it. My cat then meowed and pawed at my door so I let her in. As soon as she got in she jumped on my bed and started howling at my fan. I got really scared then and prayed for whatever it was to leave. As soon as I finished my prayer my cat jumped off my bed and slinked out my door, staring at the ceiling and appearing to be stalking something. I was very freaked out after that but still tried to brush it off.

Fast forward to about a year ago. The uneasiness that I had felt grew much stronger as time went by but I still tried to ignore it. I had been having reoccuring dreams about a ghost in a soldier's uniform and for some reason the name Jesse always stuck in my mind, so that's what I started calling him. My best friend had had experiences at my house too so I usually talked to her about this stuff. I decided to walk around the cemetery across the street from my house (I know, right? My parents couldn't have picked better neighbors when choosing the house?). I wasn't expecting to find anything but I thought it couldn't hurt to check it out. I was looking around when I saw these really cool old graves in the back corner from the 1800s. I was walking over there when I looked over and saw the name I was looking for "Jesse". On the grave there was a black and white picture of a young man in uniform. I took a picture of it and sent it to my best friend saying "I found him".

Last fall I developed severe bronchitis and quickly discovered that sleeping in my room made it worse. I went to the er and got antibiotics and have slept in the downstairs living room ever since. A couple of months ago I woke up around two am and saw a figure against the opposite wall from my bed. He was about six feet tall (about as tall as our windows) and looked like he was wearing a helmet with a brim and a trench coat. I didn't get a good look at him because by the time my eyes focused he was gone but I asked my fiance (who is a major war history nerd) if that sounded like something a soldier would wear and he looked it up. I found a picture of a WWII soldier wearing something identical to what I thought I saw.

Now here's where it gets really weird. I went to put flowers on his grave for Memorial Day and when I went to find him the grave was gone. I thought maybe I was just looking in the wrong place but I went up and down every row twice and read every headstone and it was nowhere to be found.

I guess my question is: What the heck hapened? Did he show me a fake headstone to prove that I wasn't crazy? Or am I just crazy? I know I wasn't imagining the headstone because I sent a picture of it to my best friend (I would post the picture but the phone it was on took an unfortunate bath in the horse's water trough).

I apologize for this being so long but there was quite a lot of backstory to it. I've had other experiences but I didn't feel like they were relevant and Jesse has been on my mind a lot since Memorial Day.