Describe the setting. This builds up atmosphere—a vital component of any good ghost story.
Avoid ridiculous places and events. Not only is it more believable, but it’s scarier if it’s something that could happen to anyone.
If something weird happens, make sure there’s a reason. You don’t have to (and really shouldn’t) explain everything point by point, but give the audience enough clues to figure it out for themselves.
Flesh out your characters. Give them personalities, quirks, and struggles—give them a life beyond the story.