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.
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".