My little Brother, Riley, was stillborn. I'm only 11, so I haven't had any experiences, but my parents have.
Once (this was 1 year after my brother died), my mom and I were home alone. I was about four. My mom was sitting in the front room and I was in my bedroom asleep. The front room is right off the hallway and my door is the first door in the hallway. It was very late at night, my mom was waiting for my dad to return home. She was reading, when she saw a little child run from the kitchen to the hallway. She assumed it was me getting out of bed. She walked to my room and saw that I was asleep, she checked to make sure I wasn't faking, I wasn't.
Another time my dad was driving home, he was in the car alone and he heard a little boy's voice say, "Dad, it's okay to have another baby." Now I have a baby sister, she's 2 years old, her name is Georgia. I have never been talked to before, but sometimes I see a little boy from the corner of my eye looking up at me. And sometimes I see a shadow.
What surprises me is that whenever I do I never get freaked! And I'm the kind of person who screams if someone's standing at the bathroom door when you come out!
The next story does not have to do with my brother, but my dad told me this. He was about 12, and he was at a slumber party. They had an Ouija board. So they asked it if it was a good or bad spirit. It said "KILL YOU!" They said, "Are you serious?" He said "HA HA!" So a boy said "Make the candle light!" The candle lit. Another boy said "Make that alarm clock go off." My dad said,"It can't do human things like that!!!" But sure enough, it went off! My dad and the boys screamed so much. Then my dad rode his bike home!
Like I said, I have never seen ghosts but my dad is very into the paranormal, so into it, that he's making a TV show about it!