"Ghost" is a general term for the manifestation of a dead person haunting the living - sometimes referred to a 'spirit' or 'phantom'. Ghosts have been thought to take different forms but there is no one set idea of what a ghost actually is or how it interacts with reality. Most people think of a partially transparent human form that appears to people, sometimes haunting the place of their death. Some people believe that ghosts can’t move to the afterlife until they resolve all their business on Earth first, so lost souls get trapped as ghosts on our planet.
Of course, all this relies on the idea that there is an afterlife, that there exists something we can call a soul or spirit that survives our death, and that this spirit can somehow interact with the physical world. There are many contradictions in these ideas - how can something not be subject to gravity yet be affected by the earth's rotation? How do they reflect light? If they can interact with stuff, then they have to be able to move atoms.
More interesting is why even hardened skeptics can be afraid when in certain places we deem as "creepy". Is it something to do with an unwitting suspension of disbelief, similar to when we watch a horror movie and get scared despite knowing how movies are made?