I don't believe in ghosts.
But one night, due to some travel snafus I ended up staying by myself in a dumpy old hotel. At 3 am, I woke up to the sight of a man standing at the end of my bed dressed entirely in black wearing white cloth gloves. He was smoking a cigarette. I sat bolt upright in the bed and turned on the light - complete adrenaline and panic. But he was gone. At first I thought it was just a bad dream, but then I realized there was still cigarette smoke in my room.
Freaked me out so much that I checked out of the hotel right then, called my dad who was about 1.5 hours away by car and sat on the curb in the dark until he came an got me.