Firstly, ghosts are almost always dead humans. Although they can actually be unintentional manifestations of the collective human consciousness, or even of one human with a powerful mind. Poltergeists are mostly demons, but can also be humans or other higher dimensional entities.
Secondly, there are heavenly realms in the higher dimensions where good dead people exist in a form we’d call an Angel. They prepare for their eventual ascension to Godhood of their own Omniverse. Some choose to serve their God and become Archangels. If there’s a purgatory then it would be existing in ghost form. There’s no hell as we know it. There is a place in the 5th dimension where demons,mostly fallen Angels, exist that might be called hell. Although they’re not suffering there because they choose to exist there. If an evil human dies they can choose to accept a possible recruitment to demonhood. If no such invitation is given then they are simply blinked out of existence for all eternity. There is no place of hellish torture for no crime fits an eternal punishment.
Thirdly, as stated above ghosts are almost always dead humans. They are humans who died in a particularly horrible manner, suffered a traumatic injustice, or have some other major unresolved issues that halt the crossing of their spirit into the great beyond. In rare cases a ghost can be an exceptionally strong willed individual that refuses to let go of life. The human spirit of an individual lies within the 5th dimension in a four dimensional form. From our perspective they are non-corporeal with no physical form in our reality. As their confused and angered mind reaches across back to their former lost life they appear to us in a visual and auditory manner. Sometimes there’s even a aroma. Their visual appearance often reflects their current state of mind, or how they see themselves. They are usually transparent as it takes great power to phase completely into this reality by translating their 4-D form into a 3-D form. So they are only partially phased into our reality. The image of them we see of them is mostly the activation of photons at the quantum level through their disembodied consciousness. This explains why they often give off light in the dark. If they make sounds or talk it’s the modulation of air waves through their mind.
Many ghosts are confused and will mindlessly wander about the place they died, used to live, or they’ll haunt individuals they knew. Some are so locked into a dream like state that they end up aimlessly haunting for centuries. Until they snap out of it, and will themselves away to the great beyond or resolve their issues, they will continue to be a ghost. The exceptionally strong willed become free agents on rare occasions, and end up exploring all of space, time, and parallel Universes for all eternity. They might even attempt to claim their old life. These are the origins are miraculous resurrections from death.
Related Blog Entry: http://mysticinvestigations.com/paranormal/?p=45