There is nothing wrong with being afraid of ghosts, or being too fearful to go ghost hunting. (See my answer to the previous question. Start there.)

However, if you suffer from a generalized anxiety related to ghosts – and still want to go ghost hunting – education is the best answer.
Learn all that you can about ghosts.
Read about haunted locations.
Try some research tools and techniques used by ghost hunters. (Just use them in non-haunted locations, and in broad daylight.)
Remote education won’t make you a skilled ghost hunter, but it can build your confidence.
When ghost hunting tools and techniques seem familiar, you won’t feel so afraid. Then, you can go on a fun, local ghost hunt. Put some of your new skills to use.
Never use medication to desensitize yourself in potentially haunted locations. Maintain your awareness of your inner alarm system.
Of course, ghost hunters shouldn’t startle easily. They can’t conduct research if they jump at shadows.
Still, ghost hunters should never become so insensitive that they place themselves in real danger. Somewhere in-between, there is a healthy middle ground.
Remember, there’s nothing wrong with being afraid of ghosts or haunted places. In fact, it could be an important warning. You might be vulnerable to malicious energy. If so, ghost hunting isn’t for you.
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Learn more about ghosts and haunted places at Fiona’s YouTube channel, Ghost Hunting with Fiona Broome.