What is a ghost? There are many misconceptions about what a ghost is or isn't - particularly in some of the currently popular television shows that revolve around them. When someone dies they should pass from the physical realm (where we all are on a daily basis) to the spiritual realm. There are several spiritual realms actually and some are much higher than the realm to which most of our loved ones go.
You have all probably seen a movie at some time or another where there is talk of someone needing to "go into the light". Well, there is actually a lot of truth to this. The light in question is the doorway to the next realm. Before they go (or do not go as the case may be) into the light they are in an in between realm and this is where ghosts hang out.
Most people who die do go into the light but those that don't become what we commonly think of as ghosts. There can be a variety of reasons why a spirit doesn't pass on in the way they should. Fear is a common element (particularly amongst children), anger at what has happened to them (usually a violent death) is another, but there can be other less common reasons. Still being strongly tied through love (and sometimes hate) to someone in the physical realm is yet another quite common reason. They are scared to let go and don't realize that love transcends the physical and spiritual and that they will not lose that love when they go to the light. Nor will it diminish. It will in fact strengthen.
Ghosts are often tied to physical locations (giving the basis for so many haunted house stories) but can be tied to individuals and even to specific objects. If an individual moves or an object is sold and passes to someone else then the ghost moves with them/it. Most times though it is a place that they are tied to.
Any medium will tell you about experiences they have had with ghosts and their attempts to help these displaced souls move into the light. Often they will be successful but sadly there are times that no matter how much reassurance is given they still refuse to move on.