Ghosts and Ghost Shows

I've been wanting to put something in here for a while. This may be short and simple just to get things going.
The last couple of years I have been interested in watching ghost hunting shows. The idea of finding something paranormal and "otherworldly" was fascinating. The first episode of anything I saw was a Ghost Adventures broadcast. The climax of the show was them being in an abandoned building and a brick gets thrown across a room. Pretty dramatic. I was blown away. Since then, I have seen most of the ghost shows available and have gotten bored with them. Proving ghosts exist by science and technology is old. I don't need to see anymore "evidence".

What I do want to know is, what's that realm, dimension, place that ghosts exist in and what's it have to do with us? Last night I watched an episode of Dead Files. A pair of investigators, one a psychic, one a former police detective. For now, that's interesting. They do their investigations separately, then have a consult with the client about what each has found. Then the psychic gives the client advice on how to deal with their problem. In one of the last episodes I saw her solutions referenced something from Christianity and something from Paganism, holy water and salt and herbs. Maybe it's not a Christian or Pagan thing, but a demonology or spiritism thing. Right now I don't know, I know very little about this realm. I know I'm not sensitive, never had an experience, don't necessarily want to.

I have been searching Google+ for goups and people that are involved in the paranormal to try and learn more about this area of study. I did come across one person, Cheryl Walters, who wrote a very interesting piece about ghosts and what they might be about.

I plan to expand on this.