Remember that time when you were alone in that quiet house for the first time and heard a creepy sound? Maybe it was a windy day and the floor creaked and the window bellowed. That sound you heard, was clearly the logical result of wind pushing into a creaky wooden structure, yet the auditory impact is interpreted by the hypothalamus (a small but very important part of your brain that regulates fight or flight) as a threat.
Your thoughts quickly flow into scenarios: is it a ghost? Or perhaps a robber? For the first five seconds these possibilities are all you might consider. They dominate your imagination and thought processing. Until the rational side of your brain — granted some time passed without other similarly scary sounds — convinces you that the sound is nothing to be afraid of. But part of you still believes that, during those first five seconds, you actually saw, or at least heard, a spooky ghost making that sound.