A ghost is basically the disembodied spirit of a dead person. Some religions say those don't exist, like most sects of Christianity. Others are more open-minded.
I've had a good number of experiences with spirits. Not all of them were ghosts and certainly not all of them were bad experiences.
As for vampires, that's a tricky one. People who become immortal and live on human blood certainly don't exist, that defies all laws of physics. But vampires as spiritual entities that steal your life force could certainly exist.