Do you believe in Ghosts?

Not sure if i do or not, but i have seen this strange figure that has appeared on more than one occasion stood at the foot of the bed. I attribute this to waking from a deep sleep and still being in a state of delusion, but it still scares the crap out of me every time.
So do you guys believe in ghosts or something you just simply can't explain?
Please share you experiences. :needa: