I would like to know if Judaism teaches us about ghosts, spirits, etc.

The Talmud and Midrashic sources have many stories to do with ghosts and spirits, so we must assume they exist on a certain level. Two things one should remember, the first is that they are not the half see through cartoon ghost, it's a spiritual concept to be properly and maturely understood. Second is that nowadays these ghosts have no impact at all on our life and one should not be disturbed by the thought of ghosts being having an affect on us.