As JWs we were told that ghosts or spirits are demons. Yet look at Luke 24:37-39. It doesn't appear to me that Jesus believed all spirits were demons. After all, why would his apostles have believed they were seeing a demon?
"But because they were terrified, and had become frightened, they were imagining they beheld a spirit. So he said to them: 'Why are YOU troubled, and why is it doubts come up in YOUR hearts? See my hands and my feet, that it is I myself; feel me and see, because a spirit does not have flesh and bones as YOU behold that I have."