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I believe that ghosts know they are dead. It's just strange when we witness them or hear them because is it hard for them to contact us most of the time. The reasons they come back is to try and contact loved ones or because they are lonely, or to try and protect the place they reside. Im sure there are many other reasons, but these are just my theories.
I think that ghosts are aware of us as in most ghost pictures the ghostly figure is facing the photographer. Obviously some pics are blatant fakes, I know.
The above point is interesting and I agree that ghosts are trying to contact us or protect us. But protect us from what? It makes me wonder what we
can't see with our own eyes, and maybe we're surrounded by spirits or prescences all the time, some of which want to cause harm.
I've posted this before but I'll say it again here, I also believe that places where there has been a tradgedy, such as murders for example, keep the spirits of those who lost their lives there, in some sort of evil deadalive limbo prison (sorry, I couldn't think of a better name).