There are negative spirits out there, and their only hobby is to frighten people, doing bad jokes and scary pranks...
Try to read
this article from Erin's blog, I think it covers the topic.
The thing to remember is that you mustn't fear them. In my opinion they are just pranksters and that they do that out of boredom. (good spirits can do silly pranks too, but they don't do that to scare you)