This is an interesting topic to me and I hope I can freely share my thoughts/beliefs here and be respected. :)
Before I say anything, just understand this; I'm not trying to give a sermon or anything. I'm merely stating it like it is as I believe it to be true. Some of what I say may make sense to some, and might not to others. If you disagree, that's fine. Just please be respectful. Thanks. :)
I'm a Christian and with that, I believe in God and that the Bible is His spoken Word. That being said, I believe the Bible to be absolutely true. What the Bible says about these things is basically as follows:
There is a physical world and there is a spiritual world/realm. Both exist in reality and both are among us.
We are all made up of 2 parts; body (flesh) and spirit (consciousness, your "self"). The body is not eternal, but the spirit is. According to the Bible, there are no such things as ghosts and people who have died, their spirits do not "linger" in our world nor interact in our world with people who are still alive. When we die, you (your spirit) goes to one of only 2 places; heaven or hell. According to scripture, there is no "limbo".
There is, however, such things as angels and demons. A demon is a fallen angel who are followers of satan, who were cast out of heaven. What most people encounter, I believe, are demons. When someone claims they have seen or spoken to a long lost loved one, it is a demon. Mediums and psychics sometimes can and do retrieve specific information only that that deceased person could possibly know and that's because they are told this by a demon. They are everywhere, they are supernatural, smart, cunning and devious. They want nothing but to separate people from God and by tricking people into believing their dead relative from WW1 is speaking to them from "the spirit world" is very deceiving and contrary to Biblical truth. People's spirits do not "visit" from heaven nor hell. Demons can make themselves visible to people in many forms. The more people they can get to believe in "ghosts" (spirits of people from the past) the more they keep them from knowing God's Word. They do this to people all the time by making things happen, noises, apparitions, you name it.
I don't believe in aliens either. Again, I believe in angels and demons. What people claim to be aliens, or have seen them, been abducted by them, it's not. It's demons, keeping those people in fear of the unknown, in fear of "aliens" and keeping them believing in aliens, basically anything to keep people from God.
Now, it's not all doom and gloom though, I don't want to only talk about demons, lol. Angels are also among us. There is a war being waged for our minds, it is a spiritual war. Angels are among us to protect against demonic forces and do God's work. Some people may encounter angels as a person (you wouldn't know it at the time) or may have been protected in an accident through inexplicable circumstances, etc. They are also everywhere and do help people.
Usually when someone tells me of an experience they had, it's pretty clear (according to Spricture) whether it was demonic or not. The question to ask is; does this coincide with scripture? If it doesn't, then it most certainly was demonic.
Now I just want to say a few more things, just so those of you who actually read this will understand - I don't automatically think nor believe that every single unexplained phenomenon is due to supernatural activity (demonic or angelic or Godly). In some cases, yes I believe it can and has been, but for the majority, no, I believe there are perfectly reasonable physical and natural explanations. It just very well could be that in some such cases, we simply haven't found that explanation and perhaps never will. That doesn't automatically make it a "supernatural event". I think some religious people take that mentality a bit too far at times and IMO, that can actually make them more susceptible to demonic influence.
So yeah, that's basically the Biblical take on this subject. I could go on for hours about this stuff but I don't think the majority of you would appreciate that. ;)