What does Sanatan Dharma say about Ghosts and Spirits?

Unlike other religions having a king of the ghost/spirit/demons like Satan, Sanatan Dharma does not have this concept of Satan.

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Sanatan Dharma has a variety of distinction between these entities for say : A person who is died before his time but he doesn't have any wants then he'll spend his rest of life as a "Bhoot".

Similarly, A person who dies early before his time but this person has wants which have not been fulfilled, then he'll become a "Preta".

You don't need to be scared of ghost if you are firm in Spirituality. The Hanuman Chalisa says "Bhoot Pisaach nikat nahi aave, Mahavir jab naam sunaawe".