Ghosts? Please help.

I wasn't sure if this is the right group or not, but I figured it's pretty controversial. 
Do you believe in ghosts? And if so what precautions do you take for them not to harm you? 
Back story: I have a 3yo son and our family just moved into a new house. We are renting and know the owner who is very very nice. On Wednesday when we were moving our stuff in my son was VERY UPSET. He wanted me to hold him, yelling and screaming for dear life to go back to our old house. I chalked it up to change since the transition period can be difficult. My husband and I told him that this was our new house and he would love it because it has a big back yard and he has a nice big room etc. 
well on Friday morning our son woke up and immediately said to me "that ghost didn't get us".... Now this didn't really bother me I laughed a bit and thought nothing of it. Surely he must have learned about ghosts at school??? So my husband and I told him that there weren't ghosts in this house and if there were I'm sure they were nice! (We really didn't know what else to say, I don't want to scare him and well him there is no such thing... I do not know that for sure) but here is the strange part, he keeps talking about these said "ghosts" says he say a lady on our road (we are the only people who live down our street, yes we have neighbors but we have our own road) and he told other family members that mommy and him were safe from the ghosts. Guys I'm terrified, like sick to my stomach can't sleep terrified. My husband thinks I'm nuts... The last thing our son said about the ghosts was this... Our bedroom is upstairs and he had some toys up there that he wanted to play with. He walked up the stairs got to the top and turned around, sat down and said "mommy, I can't go up there" I asked him why he said "because those ghosts" 
What would you all do? I'm lost. It's been 6 days since we moved in. Before this my son never spoke a WORD about anything like this!!! We are semi religious, we go to church, we believe in God, we talk about God and Jesus... I'm hoping there isn't anything going on in this house but for right now all I can think to do is pray?