My family is prone to "paranormal" stuff, and I seem to be no exception. I have quite a few experiences to relate, both personal and heard second-hand through my family. This is usually the first one I tell people:
I served as an officer in the navy onboard a cruiser. One night, while we were in port, I was awoken from my sleep by a "feeling." What I saw hovering before me was a semi-distinguishable face, but better described a nebulous form. What I remember most was the sound which filled my ears: not loud, not soft, very present, but nothing specific. The only way I've been able to describe it is that sound the transporters made in the old Star Trek, but at a constant pitch and kind of muffled. I could feel myself trying to speak, yet could not hear words out of my mouth. I could feel myself trying to move, but again, nothing was happening. The apparition floated above me for what must have been 10 to 15 seconds, then suddenly disappeared. The sound was gone, I could move, I could hear myself speak, and the rest of my stateroom came back into focus. The first thing I did was reach up and touch the pipes which ran through the overhead (my rack was the top rack, or bunk-bed, for ye lubbers) to make sure I wasn't dreaming, for it felt like a dream-state. I had two choices: believe it was a dream, or believe it was something else. I didn't make the conclusion right away. Later that night, I had the mid-watch (from midnight to 4 am) on the quarterdeck. Once the drunks are on-board, this can be a very boring watch. Two other people are up there with you: the Petty Officer of the Watch, and the Messenger. Discussion always varies, and that night, it turned to ghost stories. We swapped a couple, and my mind thought back to the incident earlier in my stateroom. I shared it with them, with no real conclusion, because I had not made one yet. That's when I noticed the pale look on the Petty Officer of the Watch's face.
A year or so ago, on the deployment before my arrival, a young petty officer was doing maintenance on a radar system. He had defeated the safety interlock (a big no-no) on the radar's cabinet, exposing a fully energized klystron (something with lots of power going through it). He was wearing a sound-powered phone set, which is comprised of a head-set, and a mouth-piece which rests on a metal plate which rests on your chest, suspended by a a cord, and rests on your chest. This young man (could not have been over 21) got too close to the klystron, an high-voltage arc of electricity leapt from the klystron and landed on the metal plate, killing him instantly. The spot where he died was two decks above my stateroom, almost directly above where my rack (bed) is.
The petty officer of the watch had the messenger retrieve a cruise book from that deployment (like a yearbook). The first page was a memorial to the petty officer who died, complete with his picture. It was his face I could barely make-out in my stateroom. We all just stood there. I didn't say a thing (outside of what I had to say for duties) for the rest of the watch, I just stared out into the night.
Given my belief in these matters, I figgured he (the "ghost") was trying to tell me something. Typically, they all are. He woke me up only one other time after the first time. I tried to speak to him, but the same thing that happened to me physically during the first encounter impaired any communication. The ship has since been de-commissioned. I only hope he had the opportunity to tell whatever it is he wanted to say to someone else.