Most people that don't believe in ghosts, is because they have never seen one. Sure our eyes and minds play tricks on us in some circumstances, but when 3 or more people in the same family have seen the ghost, describe the same things, and it continues every night,or day, then chances are it's not made up.
We saw ghosts, or actual figures of ghosts, they looked almost human. This was not a figment of anyone's imagination, since one ghost in particular would physically throw things. When we did describe what was going on to the owner of the property, he said we described the previous owner, and he was climbing a fence and accidentally shot his own head off years ago. This was an unpleasant ghost, but not all are horrifying.
I feel if your not afraid, and you are open to understanding and believing, then one may visit you some day.
You can say there is no proof that ghosts exist, but then again, there's no proof they don't, so ask your friends more questions, and be inquisitive about their encounter with the ghost, and then you make that decision. But I'm sure you will always wonder....