Actually, it's not as simple as that. People know that their eyes can play tricks on them and that their imaginations can run wild. Unless the sighting is prolonged and unmistakable (in which case one might question one's sanity), how people react will depend very much on their belief system.
Here's a personal example. Several years ago I was driving from Dallas to Texarkana. It was already midnight or later, so fortunately the interstate was almost empty. I was exhausted and emotional, because I was pulling up stake and moving away from friends for another job opportunity. Somewhere around Mount Pleasant I saw a shadow across the interstate get up and run to the side in the shape of a huge crocodile or Komodo dragon. It's easy to find people on the Internet who would classify this as a shadow creature, a ghost, or possibly some kind of nature spirit, but I was convinced then (as I am now) that I was just so tired that I was beginning to hallucinate, so I started desperately trying to do things to keep myself awake.
As a matter of fact, my beliefs do allow for the possibility that a *small percentage* of apparent ghost sightings are just that. If I thought I saw something that might really be a ghost, I would pray, both for myself and for the poor soul who might be trying to contact me. First, though, I'd want to know that I wasn't the victim of some joke or (as above) seeing things that were not there.
It should go without saying that there are people who could see the most explicit phantom, only to conclude (with no further evidence) that there was a prankster responsible, or that their senses or mind were betraying them.
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