Unfortunately, I've never been around when spooky things happen to my family.
The first one I know of is a story of my mother's.
Shortly after the death of her dad when she was a little girl (about 8 or 9) she would wake up to the smell of smoke, but thinking it was just her mother she would go back do bed, until one night she realised that they smoked different cigarettes.
She told me about how the smoke would accumulate in her room and make her feel safe.
One night when she had woken up from the smoke, a book she had from Catholic school fell onto the floor from the top of her wordrobe and landed open on a page where her father had wished her a good journey and singed his name with love.
I like to think about this a lot.