Same here, have heard alot about them. Both my mother and sister claim to have seen ghosts. I can't say that I believe in them nor that I ever have, but still as I were younger I was scared in dark unexplored places. I think I was scared of being scared of ghosts. If that makes sense.
Actually, we do believe in Islam that there is another life which is completely different from what we're living. Yes, another life where there is paradise and hell, it all depends on our deeds and misdeeds in the first life which we're living now.