Sure, I have family members who have had such experiences and are adamant that there is no rational explanation. I have had similar things happen to me in my life for which at the time I had no rational explanation. I lived alone for the bulk of my 20s and every once in a while in my apartment I would hear my name very clearly called out from nowhere. Or on several cases I would wake up and not be able to move anything but my eyes. I would look around and see ghostly shapes moving around me. And I have all sorts of memories of creepy things happening when I was a child. I have had feelings that someone has died and then hours later found out that it did in fact happen.
Do I believe in ghosts and the super natural? Nope. Everything I ever experienced can be explained rationally. Nowadays I have a better understanding of things like hypnagogic (auditory) hallucinations, sleep paralysis, selective memory and the like.
One of the issues is that many people have a tendency to think that if they can’t personally explain it then it must be supernatural. Just because one cannot personally come up with a rational explanation does not mean a rational explanation does not exist. That person likely just doesn’t have the necessary information.
The more I look into specific “super natural” occurrences the more likely I am to find a rational explanation. The problem is when people recount stories to you they leave out important information. Usually this isn’t intentional, they either didn’t realize it was important or didn’t notice it. Or they trust their own senses WAY too much. Our brains play ticks on us all the time. Most of the time it is mundane and we don’t even realize it. You can be perfectly sane and healthy and still have an occasional hallucination. Or your memory of an event may change over time without you realizing it. Studies on eye witness testimony seem to indicate that it is even possible that the more confident one is in a memory the less accurate it might be. And multiple people who continuously talk about a shared experience can even end up having the same false memory of an event.
So when someone tells me they saw a ghost there are several explanations:
1. They are lying (we know this happens a lot)
2. They sincerely believe what they are saying but they are mistaken about what they saw because either their senses or another person tricked them (we know this happens a lot)
3. They actually did see a ghost
So, because I have never seen convincing evidence of number three but have seen numbers one and two many times, numbers one and two must be ruled out before I will consider number three. And yes, it is difficult to rule out numbers one and two, especially over the internet.
That said, ghost stories are fun. A good chunk of the books I read and enjoy have a supernatural element to them. I think it would be exciting if ghosts and magic and psychic powers were real. But I try to base my beliefs on evidence vice wishful thinking.
And I think it would be fun to stay the night in a "haunted" house.