One of the worst things with ghosts is the effect they have on your mind. That can start even before you see them or their physical effects. If you head starts to feel dizzy, fuzzy, smothered and you feel violated in some weird way then it's a bad one and you should leave. But if you're anything like me then you'll feel sick first and know that something is wrong. If anyone you're with starts to act like the're not themselves then you should get them out of there. As long as you don't get spooked and you're wary from the start you should be alright. The more daylight, people and electrical lighting are present, the less ghosty things happen.
The most important thing is to not get obsessed with ghosts.
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"Mundus vult decipi, ergo decipiatur" - Petronius