I have to preface to say that I believe in the paranormal and have had strange things happen to myself and my family when I was younger and still experience strange, spooky things every now and then. One is mentioned below.
Friends of mine own a home where a child supposedly died many decades ago. Once, when a group of us were over and the talk turned to ghosts etc, someone said. "If there's anyone here, make a loud sound". A few seconds passed with silence and then the same person said something mockingly like "See, I told you there was no one..." and then there was a loud bang behind one of the walls. (You could tell it wasn't from anyone present because we were all gathered together.) Another time when I was staying overnight, the blankets kept pulling up from my feet. Even though I do toss and turn in my sleep, it was unusual because the blankets appeared to be folded up neatly. Early in the morning during the time, I thought I saw a shadow run across the room toward the bed and seconds later, it felt as if someone was gently tickling my feet. When I mentioned it to one of my friends the next morning, they just dismissed it by saying "Yeah, that happens a lot".