I already kinda answered this one awhile back when somebody asked me about Death. I ain’t gonna repeat m’self, so go read that link then come back here an’ read th’ rest o’ this.
First, not everyone becomes a ghost. A lot of it has t’ do with yer beliefs. Now, everybody wants t’ be right, yeah? So there’re actually a lotta shades with their blinders on in denial that everyone else’s faiths were just as legit in their own ways. Sometimes it ain’t exactly how this or that religion pictures it, but basically ya got two main camps: th’ people who think we all get recycled forever an’ ever amen an’ th’ people who think we get some big reward or punishment for all eternity after livin’ a few piddly years on a hunk o’ rock out in th’ ether. Some go t’ Judgement an’ then on t’ Heaven or Hell or whatever their religion calls it. The ones what believe in reincarnation ain’t floatin’ around much ’cause they went back t’ Earth t’ be reborn. If they are ghosts, they sucked hard at bein’ religious or had bad karma or somethin’ an’ got stuck here.
Second, bein’ a spook’s kinda cool when you’re not gettin’ shat on by Death. Think about it: all th’ power of your brain without th’ limits of yer body. You c’n go anywhere just as soon as you think it, an’ at any time like you've got a pocket wormhole. You c'n take a tour o’ the multiverse for example, an' if I wanted to I could haunt all the ages of th’ world. Some ghosts go on holiday t’ see everythin’ that ever was. Others hop int’ the future t’ see what’s next, but that’s tricky ’cause it keeps shiftin’ like a rockslide. It’s a possibility, but if anyone does anything differently it changes. E’en small things do it. But I don’t see much use in it – travelin’ around spacetime that is. Maybe it’s ’cause I haven’t been dead long enough t’ get bored yet. Then again, since we’re ghosts we can't interact with anythin'. That voyeur shit gets old, too.
No matter what you do though, Death’ll yank you right outta whatever little adventure you run off to if he feels like it an’ exact some kinda sadistic revenge on you. Eventually you get desensitized after you’ve watched yer life a hundred times, yeah? So he’s gotta find a new way t’ fuck with you. He’s a pro, though, so it’s not like he has a shortage of ideas.