The Red Room by H.G. Wells

A confident young man volunteers to spend the night in Lorraine Castle's infamous Red Room. He has candles, rationalism, and twenty-eight years of never having seen a ghost. The castle's ancient custodians warn him — politely, repeatedly, with the patience of people who have stopped arguing — that this particular night is not the night for it. He goes anyway.

H.G. Wells' classic tale of a man who goes looking for a ghost and finds the machinery that makes them.