I believe in them because I've had a firsthand experience after my dog died. After he was cremated, I was all alone in the living room that very night. I had been very sad and kept thinking about him when, all of the sudden, one of the frames that housed a painting was slammed against the floor. the painting had been leaned against the side of a desk, but this thing did not slide down to the floor. It was pushed away from the desk by an invisible force and the surface that was visible was actually facing down after it got knocked over. it was a physically impossible phenomenon unless something were to purposely knock it over in that fashion. I knew then that it was my dog telling me not to dwell on his death. That guy was so awesome. I remember whispering to him, or his spirit, that I got it. Then I left the living room and returned to my room to call it a night.
there is nothing incontrovertible, but lots of strange things do exist. ghosts are generally less dangerous or harmful then living creatures, especially human ones. some are certainly more huggable, then would have been safe to attempt to when they were living. of course that's a matter of personal affection too.
I dont believe in intangible beings but I live alone at home and I feel some strangeness at the home which scares the shit outta me. For that reason, I leave all lights on at the home at night.