It may be part of a broader species that's made of the same kind of "matter" as human ghosts. There's also the odd rare case of a ghost that was never a living human being.They can move on any time they want they just don't want to because they're having too much fun.This can be a regular, normally annual, occurrence, in which case you just want to propitiate them, or indicate serious problems as a one-time thing. The boundaries between the realms of the living and dead have been weakened this tends to bring about lots of ghosts.They were magically prevented from going to, or were magically drawn back from, the Afterlife.They're a spirit form of some sorcerer, and actively made preparations to ensure themselves eternal life after their bodies gave up, or just ended up that way because of their power.If it's of a purgatorial type, sometimes humans can help out. They were very, very naughty in life and ghosthood is their cosmic retribution.They were very, very naughty in life and fear crossing over to the Afterlife and facing possible cosmic retribution.This type is the original "grateful dead". The person who arranged for their burial was a beneficent stranger, and they must make return for this good deed.Or maybe someone is mourning them too much, and as a consequence, they are bound to this world.No funeral, no grave — they cannot rest without proper memorialization — or perhaps their graves have been moved or desecrated.They feel someone they love can't make it without them, or needs protection. In paranormal fields, these are usually called residual hauntings. The ghost isn't even the person's soul, but just a spectral imprint left behind by the person's death that's gained a form of sentience. The ghost suffered so much in life that the spirit was drawn to the place where the worst torment took place.
No alternate dimension, Higher Plane of Existence or anything — you just become a ghost when you die.