I would welcome it. I would talk to it, find out what they are here for and see if there was any way in which to help it pass on into the light. I have seen plenty of ghosts and they are not scary at all.
Ghosts or spirits are often stuck here because of an event that left them not realising they had actually died. It could be one of many things, but the most common would be accidental/sudden death, murder and maybe even suicide.
I am not afraid of ghosts/spirits etc. They are lost souls that need our help