People can be wrong, the eye in particular is untrustworthy, let alone the brain. Various studies have demonstrated, anyway, that we can be fooled, seeing things that are not there and not seeing things that are. Moreover there is no way for these people to know that they have seen exactly the same "ghost", and it's likely that there was a certain amount of subconscious "memory correction" that led to all three people agreeing on the details. Happens a lot of the time, we are also too easily suggestible. It's how most mediums work, too, by (often not deliberately) relying on people filling in large gaps in what the medium has said, or relating a vague detail to something specific in their own life.
What to say to them, then? I'd say something like this: "I have no reason to doubt that you are indeed honest, sane and genuine, but until these observations are made consistently in a controlled situation then I have to put ghost stories as just stories, and unproven, and more likely to be down to normal human flaws and suggestibility than evidence of a spiritual world."
It's a bit of a mouthful, but it's not the easiest thing in the world to say that someone is wrong without being rude, and you also have to leave the door very slightly open just in case it is shown, later, that ghosts are not just figments of people's imagination/ results of our brain playing tricks on us.
Anyway, that's also the most likely explanation. People are seeing either what they want to see, or what their brain is forcing them to see, but that in itself doesn't mean that there was anything to see that was really there.