Ghost stories have been always present in Western culture. You do not "see them" because ghost stories were often used as a device in theatrical plays (or were part of the oral tradition). This is a recent study, for example, on ghost stories in Greece and Rome.

In the Middle Ages, theologians like Augustine and Aquinas wrote about ghosts precisely to give a philosophical explanation to apparitions (see this summary by Raymond Nighan). Plenty of stories capture the period's imagination though. This short article has a couple of Medieval ghost stories. There are also a few books on supernatural narratives, like the collection Medieval Ghost Stories.

Renaissance Europe was also concerned with ghosts, which is palpable in the period's drama (think Hamlet). Here's an study of what ghosts look like on stage.

It seems to be a cultural phenomenon. I'm going to reference the collected works of Charles Fort here. Writing in the early 20th century, shortly after the Victorian era, it seemed that the majority of the apparitions sighted were of Elizabethan or 17th century times.... for example, the 'Gray Lady', or the ghosts of the Tower of London. This at least suggests a recurring cultural phenomenon, which is that ghosts are never contemporaneous. No matter how brutal the killings, you rarely hear a story about 'the ghost of someone who died last year'. A recurring motif of ghosts, as they appear in folk-lore, is that they are anachronistic.

As to your second question, there's the Iliad, the Oresteia. Pliny the Younger recounts a ghost story about a haunted house in Athens. Within that tale are many of the tropes of today- an apparition, the sound of rattling fetters, and the ghost being resolved by the discovery of a previously hidden unburied body. There are also ghost stories by Apuleius, Lucan, and Plutarch.

If you'd like to read a short letter concerning a ghost, here is Pliny the Younger writing in the first century AD. It sounds very familiar to a modern reader's idea of ghosts.

There was at Athens a large and roomy house, which had a bad name, so that no one could live there. In the dead of the night a noise, resembling the clashing of iron, was frequently heard, which, if you listened more attentively, sounded like the rattling of chains, distant at first, but approaching nearer by degrees: immediately afterwards a spectre appeared in the form of an old man, of extremely emaciated and squalid appearance, with a long beard and dishevelled, hair, rattling the chains on his feet and hands. The distressed occupants meanwhile passed their wakeful nights under the most dreadful terrors imaginable.

Hey there! I've actually answered a few questions about medieval ghosts here in the past. If that's what you're interested in, go ahead and check out some my previous answers on the subject:

• Any good Medieval/Renaissance horror stories?

• Where and how did the "haunted church" trope originate?

• Did ghosts become white in America and the rest of the west because of slavery?