There are several theories about what makes a ghost.
Perhaps the most common is that ghosts are Spirits of people who are physically dead but for whatever reason are unable to return to the Spirit realms. This could be because they passed suddenly and genuinely do not realize their bodies are no longer alive. Or it could be because they feel they have unfinished business on earth.
Another view - the so-called "stone tape" theory - is that the physical environment acts as a kind of tape recorder, absorbing an image of emotionally charged events that have occurred within its vicinity over the years. Sensitive ("psychic") people can then pick up on these recordings, receiving impressions of, or actually reliving, traumatic happenings of the past. This is a similar phenomenon to that of psychometry in which sensitives can pick up information about the present or previous owner of an object by handling it.
Poltergeists (German for "noisy ghost") cause physical happenings such as knocks and raps and objects being moved or disappearing and reappearing elsewhere. Poltergeist activity is often considered to be associated with living persons, often young people around puberty, an age at which emotions are often wildly disrupted.
Next is the awareness of the presence of a loved one who has passed away. This may take the form of a familiar smell (perfume, tobacco, ...), a light brushing of the hair, or just a sensation that they are close by. These are not ghosts as such as the entities concerned will have successfully made the transition to the Spirit realm, but they choose to draw close to near and dear ones from time to time, the bond being that most powerful of all emotions - love.