When people claim to see ghosts they always say they ran, but if you see a ghost do not run. Confront the ghost, demand evidence of its existence through the attainment of divine or religious knowledge which you can later confirm (assuming you do not already know it) and thus prove the existence of the supernatural beyond a reasonable doubt. Such an experience I believe to be necessary to quell the healthy intellectual skepticism of such phenomena and religious ideology at large. Though I will admit I am not sure of the possibility of the attainment of such experiences without powerful psychedelic drugs.
I say I am a Christian and I certainly am- though a rather unorthodox one I will admit for my political views and largely materialist conception of the universe. But also in the regard that I do not believe on faith alone. I believe because I had such an experience. The burden of proof was unbearable and I was compelled to abandon atheism. The nature of this expeirence involved a significant amount of what may or may not have been a powerful psychedelic drug. During said experience I encountered beings in what can best be described as another dimension. These beings revealed themselves to me, told be their names and functions, gave me visions of strange, firey dimensions, etc. It was only after the experience upon googling the name of one of the beings I encountered that I found out it actually existed in a rare midaeval occult text. In this book is listed the names of many spirits, their appearences and functions. Upon reading the book I recognized several beings I encountered in name, appearance and function. Given my practically nonexistent knowlege of such things at the time I knew that such knowledge was not already found within my own mind and thus I had to accept my experience as more than likely supernatural in origin.
So if you are like me and you demand proof of existence before belief, I suggest not to run from the ghost if you ever see one. But rather confront it and demand proof of its existence for it may be the chance you get!