When I was a senior in high school, my (then-)girlfriend went off to college, and we maintained a long-distance relationship for a while. While we were still dating, she told me a story which had me continuing to believe in the paranormal for quite a while.
One night, she and some friends decided to play with a Ouija board. After the usual set of questions, she asked, "is anyone here in danger?" The planchette moved immediately to YES. Just then, there was a sudden series of knocks- BAM BAM BAM- at the window. After they recovered from their fright, they looked outside. No one was there.
For a long time after we broke up, I told this story as the reason I still believed in the paranormal. Then my ex and I got back in touch and had dinner. I mentioned how impressed I still was with her story.
"Uh… you mean I never told you?" she asked.
Apparently, a friend of theirs had decided to play an impulsive practical joke on them. He simply ran up to the window, knocked on it, and ran away.
Timing is everything.