What does the Church teach about ghosts

Fr. John Hardon, SJ in his Modern Catholic Dictionary defines "ghost" as:

... a disembodied spirit. Christianity believes that God may, and sometimes does, permit a departed soul to appear in some visible form to people on earth. Allowing for legend and illusion, there is enough authentic evidence, for example in the lives of the saints, to indicate that such apparitions occur. Their purpose may be to teach or warn, or request some favor of the living” (p. 229).

That is to say it does not always involve a preternatural presence.  

More at  "Holy Ghosts" by Gary Jansen.