I have had a few experiences with ghosts over the years. I figure I'll share one to start with, don't want to bog down the listings again (as I read they were when I joined).
My earliest experience came as a child, probably about 7. I was asleep in my room, when I suddenly woke up. I could feel someone in the room with me, I knew the feeling right away, it was my Great Grandfather, I don't really know how I knew, but I did.
This Great Grandfather lived 650 Kilometers away as the crow flies or about 1100 Kilometers by road (mountains in the way) and yet I could feel him there. I told my parents the next morning that "Great Grandpa was in my room last night" and they told me they had gotten a call from my Nana that her father (Great Grandpa) had passed away sometime in the night.
My parents never doubted what I had experienced and told me that Great Grandpa had just come to say goodbye before he left this world. I have never figured out why of anyone he came to say goodbye to me. He was always closer to my older sister than me.
Interestingly enough, my father would have a similar experience years later with his childhood friend and blood brother with whom he had sworn an oath that the first one to die would let the other one know that he was gone.