First of all, don't panic. Its probably not a ghost. You should start recording all the things that make you think you've got a haunting.  Keep a journal, and write down all those odd noises or moans in the day/night. You could try to record EVP. You could take photos when odd things start to happen.

Recording the events can help narrow down the causes of a suspected haunting. You might learn you have loose pipes, or wiring that gets jostled about. In any case, these logs will be of great help if you call a team in to help you sort it out.

If you're truly bothered by whats happening, it never hurts to have a clergy member bless a home. If nothing else, this can restore peace of mind to those in fear. Or you could call in a paranormal team.

The internet is full of groups of people and webpages claiming they will come out an professionally investigate your home. These people are all strangers to you - treat them as such. While there is no central licensing board or certification requirements to call oneself a ghost hunter or paranormal investigator, common sense is a great place to start when contacting someone to investigate your home.

Always try to get a recommendation - but failing that, head to the bookstore.  In the New Age section, there's usually a collection of ghost books and paranormal reference. The authors of such books can usually be contacted, and some books, like Jeff Belangers Encyclopedia of Haunted Places, have listings of paranormal investigators. People who use their real names in connection with their paranormal hobbies or research are much more likely to be accountable for their actions - and this also means you can perform a background check if you feel the need.

Before you let a stranger into your home, ask for references and follow up on them.  Insist on a phone interview and a meeting in a populated place in daylight.  Trust your instincts, and insist on a full explanation of how an investigation will be conducted.

The simplest answer is that a ghost is a collection of spiritual energy. The kind of ghost determines the kind of energy.

An apparition or true haunting might be a human soul or spirit, or whats left of us when our physical bodies die.  A residual haunting might be leftover imprinted energy from an emotionally charged event in the past often common in battlefied hauntings (the sound of crying at Little Big Horn, say, or rifle shots at Gettysburg.)

A poltergeist might be nothing more than a collection of psychokinetic energy.

Usually, orb photos are dust, pollen, moisture in the air (rain, snow, humidity) or other airborne particles. Orbs - environmental or spiritual - can vary in color. Mist photos can be caused by mist, fog, hot breath on a cool night, or smoke. Some orbs and mists captured in photographs could be real spirit energy, but these need backup documentation - EMF readings, temperature drops in the same spot -to be considered paranormal in nature.

EVP, or Electronic Voice Phenomena, is the recording of the voices of the dead on audio devices. The voices cannot be detected by the human ear, but recording equipment is more sensitive to different audio frequencies and the voices can be heard on playback.