When I was growing up I had the typical fascination with all things supernatural. The world was new to me and there was so much that was unexplained. Because of this I was willing to read about all kinds of various possible answers to the seemingly unexplainable events that happen in our weird little world. I had this Time-Life book on Ghosts, which described all sorts of ghost stories and their origins. It was presented in such a way that my child brain believed it to be factual. This was a Time-Life book after all. Looking back on those kinds of books it helps me realize how those stories lasted so long before the modern age. Today if you want to find out about something you type it into your search bar and in most cases there will be a Wikipedia entry on the subject. Also in most cases people treat this as the authority on the subject because at the bottom of the page is a nice list of references. Not to get into the validity of Wiki pages, but really it's much harder for myths and legends to perpetuate themselves when you have the internet and television shows dedicated to "finding the truth". Then again it's really hard to know that what you're seeing is based on reality. My dad used to say "Believe none of what you hear and half of what you see." Now you pretty much have to question more than half of what you see because it's becoming easier to fake reality. Back when these stories were being told there wasn't any way to counter or verify their validity.
I've talked about death before and how if ghosts do exist, given the number of people who have lived and died on this planet, then this place must be swarming with ghosts. Unless there is some kind of requirement to become a ghost. Maybe ghosts are those who didn't pass the entrance exam to the afterlife. The real question though is: Why are they here? Granted most of the universe is so complex that to our eyes it's an endless stream of chaos. Some believe there is purpose to things and in that regard everything happens for a reason. I'm not sure who's right, if either of those ideas are close to what's really going on. Regardless, one would have to figure that if ghosts exist then there has to be a reason for it.
I guess you could go back to where those ghost stories originated. Were these stories based on real events or just manifestations due to our lack of understanding of the world around us? As I mentioned with conspiracies, people are natural storytellers and may exaggerate what they believe they saw because at the time it seems real to them. In some cases the story overshadows reality and takes on a life of its own. Is it possible that some sailor saw something off the starboard side that he couldn't explain? Yes, it's very likely considering the ocean is essentially an alien world with species living under the water that we don't even know about. So some strange fish in a storm suddenly becomes a mermaid. Today we like to explain things away with science because it's very comfortable to have a rational explanation to something that was probably very scary to people a hundred years ago. Even a supernatural phenomenon like the doppelganger has recently been explained, at least possibly explained. Using electromagnetic stimulation to a specific part of the brain, the test subject felt the presence of something that appeared to be a man. Granted the scientists who were running experiment didn't understand how or why this feeling of another presence was happening, they only knew that it was happening. So it's possible that those people who saw what they considered to be their double were experiencing increased electromagnetic activity within their brain.
Then again, it's possible that the experiment tapped into a larger issue. As you may know I'm a believer in the possibility that there are additional realities besides just the one we can perceive. What if applying electromagnetic stimulation to our brain opened up our ability to see that other part of reality that's normally closed off to us. Along those lines it could be that ghosts are whispers from the next reality over. What we call demons or spirits might just be "aliens" from another dimension. There was a fairly horrible movie called Event Horizon, which if you haven't seen it (count yourself lucky), is about a spaceship with an experimental engine that disappeared and has suddenly returned. It is revealed that when the engine turned on it opened up a gateway into space-time and jumped into another dimension that was chaos. In the movie this dimension was essentially our idea of hell. The movie was a mess of ideas, but I liked the one that hell is just on the other side of our reality and it's so alien to us that to even see it would drive a person mad.
We are all just energy and when we die that energy has to go somewhere. There are a lot of ideas on if there is a thing as a soul, but let's say for a moment that our soul is the consolidation of our energy. Upon death that energy has to transfer itself somewhere. Some believe that the soul simply moves to another Earthly body in the form of reincarnation. Another idea is that based on balance of positive and negative aspects of your life you are drawn to specific afterlife locations in the form of heaven or hell. The idea of a ghost is that the energy didn't make a complete journey to its final destination and is instead stuck in a sort of limbo. In that sense the ghost is just residual energy left with no place to go. Since we're not currently built to see the energies that surround us, for the most part we don't even know that there is anything else out there. That is until that energy gathers enough strength to impact our physical world.
There have been lots of theories on ghosts and supposedly unfinished business. Think about all the things you've ever done in your life. How much of your life was unfinished in some way? Maybe you're the kind of person that completes everything you start, but if you're like most people then a large part of your life is made up of false starts and unfinished business. Very rarely does life give us any kind of closure. It's unfortunate too because in a lot of cases we as people need closure in order to move on. You know what happens though when you don't have closure? Nothing. Even without closure you eventually move on. That is if you're a capable adult. Otherwise you let it haunt you to the point that it's crippling. So the idea that ghosts are people who died before they finished what they were "supposed" to complete would mean that nearly all of us are going to making a return trip here after we die. I say that because I don't know a single person who doesn't have some kind of regret. The amount of regret that causes a person to stick around as some kind of half-entity must be almost unimaginable.
It's a scary idea to think that ghosts could exist because we just have no idea exactly what they are or the circumstances that are needed to become one. Even more disconcerting is that just beyond our field of vision there is a whole array of supernatural entities floating right in front of us. It reminds me of the saying "I'm not afraid of the dark. I'm afraid of what's in the dark." We're living the dark, but we don't know it.