I don't have a long in depth experience, so I'll tell you shorter ones. Over the years the room behind mine has always felt haunted. I've heard doors open and close (and seen them) heard knocking noises, seen shadows, and saw what I believe was a ghost in the hallway.
More recently I was freaking out, and slept in the haunted room with my mom. Before I could even try to fall asleep I was hearing muffled voices that sounded completely different from the TV in my room. There were also noises sounding like a phone, then a woman's muffled voice. The other voices sounded male, and the door kept shaking. I did eventually fall asleep though.
I've also had two different dreams involving me almost getting possessed, so I thought maybe they were actually trying to do that, but couldn't? One dream involved a ghost opening and closing my blinds, which are covered by a thick cloth now. At night whenever I look at the cloth it moves, even though nothing else in the room is, and it's pretty heavy. I think they enjoy teasing me.
Now normally mom has never believed I was actually seeing/hearing anything, but she finally believed me when she spent the night alone and heard door-opening noises as well, and felt watched. She might've just been imagining it, but she's been alone for more than two days before the activity increased, so I believe what she's seen.
The ghosts haven't really done anything else, so should I really try to get them to leave, or should I allow them to stay? Besides, I don't think they want to listen, seeing as I've openly asked them to go away before.