It can, of course, be a person who was met with a tragic death. They may be looking to find their killers, or just simply do not know they are dead. Of course it is also possible for spirits to travel between this world and theirs. Often through means of a portal. So it is entirely possible that they are just stopping by for no other reason than to say hello to a loved one.
The other common explanation for spiritual activity is what is called a residual haunting. Imagine that time and space is the film in a video camera. Residual hauntings occur when one's spirit leaves an impression on the area (film). All the haunting is then is the playback of past events. These types of hauntings are very common in places with a rich history. For instance many clubs and taverns that we frequented by soldiers during WW2 area said to be haunted in this manner.
The last of the most thought of spirits are also the least common. They are spirits that have never been human. These are often called demons. They often act maliciously, and can cause everyone around them great harm. These are often brought out unwittingly through occult like activity. The activity is most often seemingly harmless, Ouija Boards, and Tarrot cards just to name a few. It was once said that its not the intention, but the activity.