Late to the party, but I'm bored at work and reading old threads.
When I was growing up, we had a cat named Ming who was really cool. Big fluffy grey cat. Eventually I moved out, my parents moved and bought a condo and took Ming with them. By this time he was getting up there in years.
I had a dream one night that I was back in the old house, and Ming came walking into my bedroom. I reached down to pet him, and he looked up at me and just faded away. He was gone. I woke up feeling very sad for some reason. I'm tearing up now as I write this. The next time I talked to my parents, they told me the sad news that Ming had died. I asked them when, and it was a few days prior. He'd died sometime during the night, the same night I had the dream, therefore possibly about the same time. My wife says that his spirit stopped by to say goodbye one last time before moving on. Um... maybe?
I don't know about ghosts, but there are things in this world that we don't understand, and science cannot explain all of it.