I have no belief in the supernatural, paranormal, or any hocus pocus. I don't believe in ghosts. But, conversely, I've had an experience that I've a hard time explaining as anything but a ghost. My dad lived in a house that once was used as a pheasantry, but no pheasants lived on the land for ~100 years. At night, though, I and many other folks would hear pheasants coming from inside the conservatory, where the pheasants used to be hung after slaughter. On many investigations, no source of the noise was ever discovered.
The only way I can harmonize the two is to just avoid thinking about it. If asked if I believe in ghosts, I say no. If asked if I've ever experienced a ghost, I recall this experience.
I don't mean this as some spooky tale or suggestion that anything mystical is possible, just one account of the weird ways evidence and beliefs work.