I stayed in a hotel once that was known for being in a haunted area. Nothing out of the ordinary happened for most of the day and I went to sleep a little disappointed that I didn't experience the paranormal. In the middle of the night, I awoke confused. The lights around the bed had all been switched on. Since I hadn't woken up to turn on the lights, who did?
I'm a big fan of scary stories and scary movies. Sure, I might jump at shadows afterwards, but that's half the fun. If you like scary stuff too, you should check out this Reddit thread (and prepare to stay up all night):