There are people in Spirit, souls who have not moved on, who still feel they need to make an impression. Because the possess no physical matter that defines their consciousness they can't me recognized by perceptions that matter, namely our, we who still are connected to flesh and bones.
As our friends in Spirit who have no bones move around, they carry with them in the mind capacity that they have, an image of how they knew themselves and how others knew them when they had a life living in their own bag of bones. As they move in an out of spaces and passing through walls they leave a static impression in the physical matter as they move around the space the occupy. When they come and go enough times...an image begins to take shape in the resemblance of a memory that was meaningful to them.
Why do they do this? Because they have some unfinished business, and not sure how to finish it.
Kevin has discovered that we as people can't tell (say) them anything. They have to see something happen that helps settles them and gives them closure and helps them move to the next level of existence. They will cross into the light when they are ready. Exorcisms do not work.