I was about six and really missing my brother. He was stationed in Germany with the Army. One night I woke up and saw him standing at my doorway. I was thrilled to see him and started talking to him. He smiled and turned away walked to the living room. I, of course, followed, excited to hear all his tales. Except that he wasn't there. I was so upset, I woke up my parents and insisted they search the house for him. My mom tried to convince me it was a dream, but I knew better.
Now, I know someone of you are thinking he had been killed and was saying good bye, but it was not the case. About three months later, he came home on furlough and eventually Mum told him about what had happened. He said it was really weird because he had had this really vivid dream about coming home and he checked on me and I sat up and started talking to me. He had been worried about me (I'd been sick) and he knew then I was okay and woke up.
Yeah, not all ghost stories are sad ones.