I was fascinated by Nabokov's description of his regular "praedormitary visions" in the opening pages, since I experience almost precisely the same thing:
"They come and go, without the drowsy observer's participation, but are essentially different from dream pictures for he is still master of his senses. They are often grotesque. I am pestered by roguish profiles, by some coarse-featured and florid dwarf with a swelling nostril or ear."
I tend to see pale figures leaning over the bed and babies floating around the room.
I can understand why people who experience something like that just once can be so convinced that they've seen a ghost. If you see a old lady floating around the room at night, it's easy to believe something supernatural has happened.
However, once if it happens a few times, and the next time it's an ironing board, or a giant apple, or the starship Enterprise, you realise that there's nothing supernatural going on.
And so, paradoxically, the reason I don't believe in ghosts is that I see them so often…