Leegal, your question is very a good one and one that Catholics and non-Catholics have fought about for centuries – that of Church authority and big “t” Tradition.
I should rephrase my earlier statement that the Bible says nothing explicit about ghosts. While the Church might say something more explicit (and by Church I mean the Magisterium of the Church, the bishops, who have been given teaching authority by Christ) where the Church derives its information could be implicitly from Scripture and by Tradition that has been handed on over the two millennia of Christianity.
So it isn’t a question of which to believe; that would be a false dichotomy. If the Church teaches it, the majority of the time it can be found either explicitly or implicitly in Scripture buttressed by the lived tradition of Christians that have come 2000 years before us.