The bottom line is: right now, we cannot either prove or disprove whether there are supernatural entities, so everyone is going to form their own opinion. It's extremely difficult to prove they exist for a couple of reasons:
1) Trying to prove that they exist using "controlled studies" would be virtually impossible. Ghosts/demons/poltergeists or whatever they might be, do not conform to our ways of dealing with the physical/natural world, and experiences people have with them seem to happen at random.
2) Videos and cameras have been reduced to almost zero credibility now, since it is so easy for anyone to add 'special effects', so anyone who claims they have caught a ghost on video becomes immediate suspect.
I've never seen a ghost, or entity but I admit that since my brother in law died, I've been looking for some sign that he's still with us. Perhaps it's an act of desperation on my part. So far, I haven't seen or felt anything, which I guess shouldn't surprise me. However, I do know of several credible people who have had strange experiences that cannot be put down to mental problems, sleep paralysis or smoking pot. A Professor of History that I've known for over 10 years casually told me one day that both he, his wife and their son have all seen a female apparition in their house at various times over the years. Once when he was in his study preparing notes for one of his classes. His wife saw it when she was doing dishes after supper one night. Their son saw it when he was in the living room one night studying for an exam. Since they are all atheists, and do not believe in an afterlife, they are unsure of what to make of it, but they don't lose any sleep over it.
One of my best friends has had numerous weird things happen at her house over the years. The only weird thing I've had happen is one day when I called her from work to see if I could get my hair cut that night. It was 12:30pm so I figured she'd be home from work. I called and after a couple of rings I heard someone struggling to pick up the phone on the other end. Thinking it was her 2 year old grandson, I'm going "hellooooooo" hoping he'd say something and go get grandma. No one answered so I got irritated and hung up. Called back about 5 minutes later and the phone rang and rang and rang and rang. So I thought 'to hell with this, I'll call her later' and hung up.
Called her back later and said "who answered the phone earlier when I called cause no one was there?" She said "what time did you call?" I said "12:30". Silence for a moment and she said "are you serious?" "Yes-----why?"
She proceed to tell me what happened from her end. She was in the car warming it up as she was taking her daughter and grandson to the doctors office. Her daughter was in the house on the main floor putting the boots on her son when the phone rang. She walked down the hall to answer it and saw it was 12:30 on the phone. She went to pick it up when it suddenly stopped ringing and the red light in the top right hand corner lit up, which meant that someone else had picked the phone upstairs up. The only problem is that no one else was home. Her dad was on the road and her brothers both in school and her mom was waiting in the car. It freaked her out a bit and so she quickly finished getting her son's boots on, and went out to the car and told her mom what had happened.
I was sort of shocked when she told me this and if I hadn't have been on the other end of the phone, I would have simply dismissed it that the phone upstairs had somehow fallen off the receiver, which would have caused the red light on the downstairs phone to light up. The only problem with that theory is that when I called back 5 minutes later, the phone rang and rang and rang---I did not get a 'busy' signal which I would have gotten, if the phone had not been on the hook. So that one's kind of got me stumped and I'm not sure what to make of it.
The bottom line is: none of us knows 100% for sure if there's an afterlife or not. I'd like to think and hope there is. I know many ghost sightings can be explained by rational means, but a good number can't. We can't just automatically assume that someone is either suffering from mental problems, or is lying. Just because we personally can't measure a spiritual entity or verify an event using scientific equipment doesn't mean it hasn't happened. For the most part, I think that nothing short of a personal encounter would be enough to satisfy those who are skeptical and there's nothing wrong with that.
If there is an afterlife, we'll all find out in our own good time.
