We've had several people ask the same questions regarding ghosts.  

Question 1)  Can ghosts hurt you?
This question can end up with a rather tricky response...not intended.  None of us at Eeeek have ever heard of or seen any reports involving paranormal investigators where a ghost has harmed anyone.  However, there have been reports by individuals.  These reports are generally not clear and frequently can be attributed to an individual's panic state as the result of coming face to face with a ghost.  Perhaps their injuries are the result of that panic or perhaps it is the result of the ghost.  This is completely unclear.  From an investigator's standpoint I can only say that there are no known cases under the study of an investigator wherein a ghost has harmed someone.

Question 2)  Are ghosts just trying to scare you?
No, ghosts aren't just trying to scare you.  In point of fact they are just trying to get your attention for one reason or another.  There are several types of ghosts, at least that is what most paranormal investigators believe.  One type is the actual ghost, the spiritual being of an individual who once lived.  Then there is what is called a residual ghost - this is not an actual ghost but an event that is so highly charged with emotionalism that it is played out over and over again specifically on the anniversary of that event.  The first type of ghost can result in interaction between the living and the dead.  Whereas the second type of ghost has no interaction and will not interact with living beings.  

People become afraid of ghosts because they don't understand the curtain between living in the physical being and living in the spiritual being is extremely thin - people fear death - and it is due to lack of understanding.  Death is just a door to another dimension - it is the casting off of the old physical being and the living within the spiritual being.  But because of this lack of understanding, lack of faith, lack of knowing, they become afraid and credit a ghost as causing that fear when the truth is the fear is within the individual.

Hope this answers your questions!