No? Maybe you should be. Ghosts can cause a great deal of harm, even if they only exist inside your own mind. In chess, ghosts can be a piece, a move, or a sequence of moves. They are ghosts because they aren't real, but you perceive them a real, and also quite scary. Here are two examples:
This is from an earlier post, Double Delusion. The ghost here is the move Bd6+. It's not real (the Bishop is pinned), Still, the ghost lured Black into playing Rc7, believing that the Rook couldn't be captured because of the Bishop fork on d6. However, the Bishop is still pinned, so the Rook can safely be captured, winning the game. Instead, having reality obscured by the same ghost, White moved his Rook into safety with Rd5, and soon lost the game.
This one is from a game of my own, played the day after the Double Delusion was published, and appeared in the A Strange Coincidence post. This time, it's the Knight on d5 that will become a ghost, but not until it's captured. This will happen soon if it doesn't leave it's post, being under attack from both Queen and Rook.
The reason that the Knight looks so fearful is the potential fork on e7. This becomes a real threat if the Queen moves away from the e-file, but at the moment, she has nowhere to go. So, White played Re1. Is Black doomed now, since Qxd5 fails to Ne7+, forking King, Queen and Rook? A closer look reveals that the Knight becomes a ghost after Qxd5, and can no longer interact with the real world. Qxd5, and White resigned.
Takeaway
Try not to be intimidated by ghosts. Put them in the spotlight, stare them in the eye, and they will vanish into thin air. It's not the ghosts that are dangerous, it's our fear of them that causes all the damage.