How ghosts suffer and cause suffering to others

Those who are very sinful and attached to their family, house, village or country do not receive a gross body made of material elements but remain in a subtle body, composed of mind, ego and intelligence. Those who live in such subtle bodies are called ghosts. This ghostly position is very painful because a ghost has intelligence, mind and ego and wants to enjoy material life, but because he doesn’t have a gross material body, he can only create disturbances for want of material satisfaction.

Srimad Bhagavatam 4.18.18 purport