Let nothing disturb you.
Let nothing frighten you.
All things pass.
God does not change.
Patience achieves everything.
Whoever has God lacks nothing.
God alone suffices.
St. Teresa of Avila
I share this now because there is a lot of evil in the world, and I assume that what exists in our world, exists also in the spiritual world. Whoever and whatever we become during this life, whether we become loving and caring individuals or become spiteful, petty and selfish, we will carry with us when we pass. So, assuming that there is life after death, and that is my assumption, there may be spirits out there that would like nothing better than to mess with people's minds.
Hopefully, you will never find yourself in a situation where you are confronted with an evil presence, but if you do, start by believing in the power of God. I strongly believe that nothing can harm me as long as I believe that I am his (Or hers, if you prefer, but I think that the loving power that unites the universe is way past having sex organs. I shall use the male gender to refer to this great intelligence, because his or her just sounds silly and I'm not about to refer to God as it.). I always go back to that scene in the first Star Wars movie, when Darth Vader is flying down the trench behind the three Rebel pilots. In each case, he is only able to shoot them when they start to panic and let their mental guard down. They start feeling vulnerable. Luke, our hero, of course is strong in the force (and saved by Han Solo, but that's another story . . . ).
The point is not to let your guard down. Do not go messing about with spirits unless you have a strong sense of self and a strong central personal core. Ghost hunting is not for the emotionally unstable. Here's another movie metaphor: remember that scene in Independence Day when the big space ship is hovering over Los Angeles and the nutters go up to the top of a big building right under the ship to WELCOME THE ALIENS? I hope you remember what happened to them. They were the first ones turned into toast when the ship opened fire. Do not open yourself up to the spirits and invite them to come in. There are some people who are born mediums that learn how to do this without losing themselves in the process, but you might not be so gifted.
Ghost hunting may be de rigeur today and popular on TV, but Buffy the vampire slayer won't around to kick the butt of whatever evil spirit you might awaken, so don't step into the unknown on a lark. If you are serious about ghost hunting, do research. Try to find a serious group in your area. (BTW, if their website has a bunch of photos of "orbs" and smoky-looking mist, look for a different group.) Do not go ghost hunting on your own, or with anyone who's been drinking. Heck, use some common sense!
Be sure that you surround yourself with the white light of love that is the universe's gift to you and believe in its power to protect you. You should do that every day, anyway.