Spiritual Beings are a " complicated " being. We can't exactly know what they want, we don't know if they are lying or not.
The meaning of the voices could change. I'll explain.
Assuming the spirit is from a friendly nature, means no harm and you don't feel threatened, the voices could mean that the spirit is indeed trying to tell you something and get your attention.
The question is " For what purpose? ", well, for you to find that out you'll have to contact the entity - assuming you can't hear the voices clear, if you can then just talk to it - and find out what it wants.
Now, assuming the spirit is not from a friendly nature, it means harm and you do feel threatened, the voices could be a technique - it's been used by demons, evil spirits etc - to make you " go mad ". Normally, evil spiritual beings start out by isolating it's " prey ".
Why, you ask? Because when a person is alone, he/she is obviously more bond to suffer from their attacks. I wish i could say this is rare, but it's not.
Now, if this is the case you'll obviously have to protect your self. Banishing it would be best. Binding is also an option, but the problem with binding spiritual creatures is, if you fail and/or if you bind it to something that can break and it ends up breaking, the spirit will be free and mad , we don't want that.
Anyway, i suggest you go with your guts. The cases depend on what you feel around the spiritual being and the " vibes " it gives you. If you don't feel threatened or anything like that, I'd suggest you contact it. If, on the other hand, you feel like you can't stand it, you feel like you're scared to be alone, I'd suggest you banish it and protect yourself.