I'm fascinated by the afterlife too, but not in an unhealthy way, I don't do ouija or spiritualist stuff, but every now and again things happen.
It was my mum's experience of a ghost that convinced me. She & her sister went to stay in an old cottage they had known in their youth, its Margells, a medieval house in Branscombe Devon, now owned by The Landmark Trust. Both women have the tact and strength of character of a bulldozer, they just don't get scared and intimidated and did not believe in ghosts. But whilst they were there they heard all sorts of things, tapping on the floor as if with a cane, the doorknocker (no-one there), footsteps (no-one again) a party in another room (again no-one there), snoring, door latches lifting.
But it was on their last day that really got me. They slept in a twin bedded room, this room felt like it had someone in it, but they proceeded nevertheless. Snoring started as the room was dark & they were dropping off. 'I wish you'd shut up, I can't get to sleep.' called my mother to my sister. 'I've been lying awake listening to that,' said my aunt.
'Whoever you are,' called mum, 'stop that and we'll go tomorrow and never come back again.'
And it stopped. So ghosts can control themselves too. They just felt the spiritual occupant wanted to be alone, they didn't feel threatened. I've had other experiences like mum's since, but none so clear as that.
I do have a strong faith but use that mostly for guidance in this world, but I know there is something else, I just don't know what.
Google Margells, Branscombe & you'll see more.