Seeing ghosts (hearing, touching, being chased by, etc.)
I see this sort of experience as being a poorly understood, and probably unintentional, transcendent state.
The feeling of hearing the voices of the dead, or of being somehow touched or affected by them can come about in one of two (ok, three) ways.
Bereavement can certainly produce a very impressionable mental state, one that is only a small push away from a deeply spiritual one (or psychosis...). It is also a very fixed set of parameters (set and setting, as the LSD manuals put it) which will tend to color the sort of experience one has. The dearly departed is very much on your mind, and your routines have been disrupted, both in terms of your daily duties and the sudden "missingness" of someone close to you. To drift in and out of "normal" consciousness should be considered pretty normal itself under these circumstances, and it is only a small step for you to truly encounter in your reveries the presence of the one you have lost in some way. After all, they are what you are looking for, so it is likely that you will find them.
Fear can easily twist an unintentional spiritual state into an unpleasant experience. It is only a small step then to choose a definition for the experience, such as calling it a ghost story. My advice would be to realx, and try harder (and not try at all...) next time, to try to keep an open mind, since you have obviously developed the ability to go somewhere you have never been before. Let it happen and let it be what it is!
Ritualized "days of the dead" and the like are communal ways of staying in touch with the entire group's cultural history. While it is true that our spiritual states are ones in which we are alone, there is nothing that says the process of getting there has to be a lonely one. In fact, it might be a mark of a rich and successful cultural tradition that it creates predictable opportunities for all members to embark on programmed spiritual exercises, and honors their solo efforts as well. (The culture would also have to do a good job of keeping its members fed and defended against predators in order to win this award, but so few modern cultures meet this particular requirement that it stands in stark contrast these days to more material issues) It would be the goal of such a ritual to call up the ancestors spirits in order to provide a sense of cultural continuity to go with the transcendent timelessness - a nice package if done well.
© Huw Powell