A few years ago, an elderly relative of mine died, and I ended up staying in their house -- an old house that had been in the family for ages -- to help sort out their possessions.
I did not hear any voices, or see any apparitions while staying there. But I felt these presences all around me, watching me over my shoulder, looking down on me and judging me. It felt like being under a spotlight in a darkened room, while all around you people are whispering disapprovingly about you. And all you can hear is the hissing of their voices, and the judgmental tone they are taking.
What were they so upset about? Well, here I was, surrounded by fine furniture and The Classics, and what was I doing in my free time while I was there? Writing Digimon fanfic in a $0.99 notebook, and playing video games on a gaudy white plastic box that I'd hooked up to their television. Plus, I was young, and I occasionally thought about sex. The horror!
The religion I was part of at the time, Mormonism, was in some ways an ancestor cult. Their meetinghouses have "Family History" libraries, where many members spend hours looking up genealogy. Once they have enough records on someone, they can take their name to the temple and have "baptisms for the dead" and other ordinances done on their behalf, so that this person can have the chance to accept Mormonism in the next life. Some report having experiences where their ancestors or other people came to them, sometimes in dreams, asking for their temple work to be done.
I think that these expectations can be self-fulfilling, in that they cause people to have these experiences. When I was really young, for instance, doing proxy baptisms and confirmations for the first time, I interpreted the feelings I had -- of sacredness, cleanliness, and being accepted by other people -- as the approval of the people that the work was being done for. I thought they must be smiling on me, just like I'd been told they would.
But I don't think all demons and spirits are created by "religion." Sometimes, I think, it's the other way around. Some spirits are already there, and traditions start when people find ways of dealing with them. Whether they're healthy traditions or not depends less on whether they start for the "right" reasons, IMO, and more on how they help people deal with the real experiences that they have.
I also came down with bronchitis while I was there, in my relative's old dusty house. I'm glad for modern medicine, and for the fact that I had access to it back then, because it meant people understood what had caused it and could give me some pills to help cure it.
But understanding what caused it didn't make my lungs any less sensitive, or the house any less dusty. Likewise, my "testimony" of temple work didn't help me deal with the feeling of being judged, any more than a "rational" understanding would have. Because what I didn't need, right then, was a clear and definite answer to the question of whether I was dealing with the spirits of my dead ancestors, or my own impressions of how they would have felt about me.
What I needed was permission to flip them the bird, and to live my life as though their feelings didn't matter. Whether that meant changing the way I related to them, or getting the heck out of a haunted house.