Do you believe in ghosts even if you haven't seen one and if you do, why?

When did belief in ghosts started? Who was the first one to have seen one and had evidence to prove it? Is it just human imagination that leads to ghost stories that results in more humans assuming they were true even if it’s just hearsay all along? I would be grateful if you share your own ghost experience and maybe convince me there are ghosts beyond the shadow of a doubt. Thanks!