Sometimes when I practise zazen I hear something like a ghost. Should I practise and sit still or stop practising ?

How do you know it is a ghost? Everything that appears in our head is a ghost. What we perceive as reality we can experience through our eyes, ears, nose, mouth, awareness. If we hold onto: I am so scared, I am so scared in our mind, then we cannot perceive reality correctly. For example if we walk in the dark and are so scared, then when a leaf of the pampas grass touches our neck, we get all tense and jump up. Once it is light we can go and check that it only was a leaf of the Pampas grass. Please look at it with clear vision. Zazen is about not holding onto anything.