On the subject of a paranormal, i've had a number of experiences that make me feel there is something. I understand there are possible explanations but i've yet to hear any convincing enough.
In my experience, people are often given the rational explanation and choose to reject it.
Lots of ghost claims are that people woke up in the middle of the night and there was a ghost standing at the end of their bed. The obvious, rational explanation for this is they were dreaming, in fact it is pretty obvious to most people that this is the case. However, many people refuse to accept the blindly obvious.