I have a bit to add to the good answers that have already been given here.
In my experience, spirits are not out there, up there, down there, over there - they are right here alongside us, simply on a different plane of existence. Some people are more sensitive to them than others, and spirits can choose who they want to see them or hear them, both of which lead to cases of one or two people in a group who will see or hear something, while no one else in the group does.
One reason why spirits choose to make themselves known, and in my experience, this tends to be the most common reason, is that spirits often visit people and places that they love. They are not earthbound, they simply choose to pop by and check up on their loved ones from time to time. Sometimes they have specific messages, but often they are simply visiting.
Many times spirits will still desire contact with people in the physical realm, especially after they have first passed. They are not always earthbound, but some have an easier time making the transition if they can maintain some contact now and then. Spirits can tell who is more sensitive to them, and will often be drawn to them. Sometimes people will see spirits of people they haven't known well - friends of friends, etc. They will wonder why they are appearing to them and will worry that they are trying to tell them something. In many cases, it's simply that they are not able to get through to their loved ones, and they need to know that someone has seen or sensed them, so they will come to someone that they have known (or not known, at times) who they know can sense their presence.
There are always spirits around us, but usually we are so busy with the physical life that we simply do not notice them, and it also depends on the natural sensitivity of a person. We don't see them all the time becuase we are here to experience and learn things on the physical plane - if we were meant to be interacting with spirits every moment, we would be there, not here. Those of us who work with them tend to experience them more than others, but we can also learn to control when we interact with them. There needs to be a balance - we still have this physical life to live and experience, and it's not healthy to spend all of our time immersed in the realm of Spirit.