I tend to use ghosts when referring to a deceased person to differentiate from other kinds of spirits, which can include daemons, fey, djinn, and about a million other things we've written into our myths. When encountering a ghost it is wise to encourage it to pass on to the afterlife, sometimes they may not even know they are dead. Ghosts do visit our world from time to time, I assume to check up on people they knew in life. I myself have conversed with dead family members and my "spirit guide", a ghost that appears to assist me subconsciously.
Other spirits are rarely, if ever, seen in our world. I believe they may have been more common at one point, but the growth of human society has caused most of them to move to the astral plane or someplace else. When encountering them, I advise asserting yourself and ignoring their own assertions. This is our world, after all, we earned it and they must respect us while they are here. Keep in mind, the greatest secret to protecting yourself is believing in yourself, a spirit cannot harm you unless you allow them to.
Additionally, I have met one other sort of being on the astral plane that does not appear to be a spirit, Angels. They don't appear to serve any sort of god so much as they serve humanity itself, they probably have some relationship to the collective consciousness. Angels can assist humans, though I am unsure if they will help without being called upon. I have also asked them questions in the past, and found them to be bound by a set of rules for interacting with humans. They may have been human souls in the past, but I cannot be certain. I have never seen one take action against a human, and they are some of the most benevolent creatures I have ever met.