On the matter of being frightened.
An old lady once said to me, never be frightened of the dead, it's the living that want to harm you. (Nice thing to say to a child really).
Freud claimed, (I can't remember the details, and I hope it was Freud, if not, someone of that ilk), that such things are a manefestation of our subconsious, the fear being the accompanying emotional response to repressed memory, while the visual is an halucination with which we attempt to rationalise the fear experience.
Someone else, from the same period, (sorry, can't remember whom), said that spirits do indeed exist and the sudden fear that, those who have seen them, claim, is the principal manefestaion of their being. The fear itself is irrational but prevents us from being tempted to become too involved in their purpose.
Personally, I rather prefer the explaination given by that old lady.