What our Scripture says? Same scriptures, protestants interpret some things differently
Here’s a reply from Father Reginald Martin:
The Book of Revelation mentions a period of a thousand years in which the souls of those who died faithful to Christ will reign with him on earth until the final judgment (see 20:1-3). Some early Church Fathers interpreted this literally, as do some modern Christians.
But Ludwig Ott, in “Fundamentals of Catholic Dogma,” observes, “The doctrine that there is particular judgment for each soul after death … is presupposed by the dogma that … souls go [immediately] after death into heaven or into hell or into purgatory. ” The Catechism of the Catholic Church reaffirms this belief, remarking, “Each man receives … eternal retribution in his immortal soul at the very moment of his death”(No. 1022).
This leaves little room for belief in ghosts or “earthbound” spirits. By whom (or what power) might spirits be bound? Souls destined for eternal life must surely be eager to enjoy their reward, and a merciful God would hardly delay their happiness. Likewise, his justice demands those condemned to hell begin their punishment at once.
The New Catholic Encyclopedia discusses the perceived presence of spirits (see “Spiritism”) and says some believe this to be a psychological phenomenon, while many Catholic theologians “hold these occurrences to be the work of the devil.”
Each man receives his eternal retribution in his immortal soul at the very moment of his death, in a particular judgment that refers his life to Christ: either entrance into the blessedness of heaven-through a purification [Ref 594 ] or immediately, [ref595] — or immediate and everlasting damnation.
 Council of Lyons II (1274):DS 857-858; Council of Florence (1439):DS 1304- 1306; Council of Trent (1563):DS 1820.
 Benedict XII, Benedictus Deus (1336):DS 1000-1001; John XXII, Ne super his (1334):DS 990.