From the verses below, it would seem clear that the disciples did believe in ghosts, or something similar, depending on how they understood them. They probably believed that people who had died were able to appear later on, but was not common. They probably affirm that this concept as the appearance of ghosts. It makes sense because early in their ministry they would have had held many of the beliefs of their time. But with further teaching from Jesus and the apostles in the epistles, we can conclude that their belief in ghosts was something they abandoned. So what exactly is a ghost supposed to be? Generally, a ghost is considered to be the spirit of a departed person. This is apparently what the disciples initially believed.

• Matthew 14:26, “When the disciples saw Him walking on the sea, they were terrified, and said, “It is a ghost!” And they cried out in fear.”
• Mark 6:49, “But when they saw Him walking on the sea, they supposed that it was a ghost, and cried out.”
• Luke 24:37, “But they were startled and frightened and thought that they were seeing a spirit.”
• Luke 24:39, “See My hands and My feet, that it is I Myself; touch Me and see, for a spirit does not have flesh and bones as you see that I have.”

We know from Scripture that those who have died cannot come back (Luke 16:19-31). “And besides all this, between us and you there is a great chasm fixed, so that those who wish to come over from here to you will not be able, and that none may cross over from there to us,” (Luke 16:26). So, ghosts are not real people. They are, most probably, demonic manifestations.

The word “ghost” in Greek is phantasma.

φάντασμα phántasma; gen. phantásmatos, neut. noun from phantázō (5324), to make to appear. An apparition, a specter, a spirit, or a phantom (Matt. 14:26; Mark 6:49).¹Zodhiates, Spiros. The Complete Word Study Dictionary: New Testament. Chattanooga, TN: AMG Publishers, 2000.