an aquaintence of mine had her own ghost. it started following her after moving into an old house. every night at just after midnight, she would hear a wheezing, choking sound, that would stop after a few minutes. Her room was also colder than all of the other rooms in the house. No matter what they did, it was measureably colder (always 5 degrees IIRC). She changed rooms, and the new room was now colder.

When she moved out, it followed her to her apartment. It stayed with her for a long time. At one point, her abusive husband beat her up very bad. After that night, the room was warm, and her old room at her families old house became cold again.

turns out they got a steal on the house because the previous owner had a nervous breakdown because she kept hearing the sounds her late husband made when he died of a heart attack. She completely lost her sanity.