First, I'd suggest familiarizing yourself a bit with the genre you're writing.
Second... that's a very, very broad topic. Are you talking traditional beliefs in spirits and the afterlife - and, if so, whose traditions? Are you exploring folklore and/or urban legend hauntings? Are you looking at historic, modern, or futuristic paranormal investigation (19th century seances vs modern camera traps)? Is there a particular era or culture you're focusing on? Are ghosts/hauntings a real thing in your world, or a deliberate hoax, or a "maybe"? What does your ghost (and associated lore) need to do for your story and characters? Why a ghost?
For research, I second Google as a start, though if you have access to a library (online or in person) that might help, too - a good librarian can help narrow down your search. If you want classical ghost stories and horror, try William Hope Hodgson's Carnacki short stories, or Dickens's A Christmas Carol (which isn't so much about haunting and ghosts as using ghosts for a plot device.)