Most Pagans believe in nature spirits of one kind or another, whether they be elementals, spirits of place (genii loci), land wights, or any of the myriad beings found in folklore. Particular traditions have particular names for spirits, but in practice, people often believe in a variety of beings from different traditions.
Many Pagans believe that ghosts exist (and are either spirits of dead people, or recordings of intense emotional experiences on the magnetic field of the Earth).
Those who do believe that they are spirits of the dead usually believe that they should not be hanging around on the Earth, but going to the Summerlands, and getting ready for their next incarnation. Most of these people would seek to lay the ghost to rest with appropriate ritual.