I don't think I'd mind seeing a real ghost in the Haunted Mansion, because I would just tell myself that it was all part of the ride.
However, I definitely, positively remember the old days when there was a CM (usually in armor, but I think there was one time when there was a different costume) planted in the HM to lunge forward and scare us to death on the ride! I hated that! The guy in the armor would target every 2nd or 3rd Doom Buggy. It got to a point where he began actually touching the arms of some of the passengers, which made it worse. I think he started out originally not touching people, and then he did.
I don't know if I have a ghost here at home with me, but I have a TV that used to turn on by itself at all hours of the day and night in the past (especially when I moved it into a different room). I would see the TV screen light on, walk over to turn it off...and 30 minutes later it was on again. I reasoned it away by saying it must just be an electrical issue...over and over again. Eventually it stopped.