I've had a few paranormal experiences. To quickly sum it up, one of the strangest experiences I had was when I was camping out in my backyard (we lived in a very rural area). We woke up late in the evening or around midnight to the sound of a girl crying, coming from an indeterminate direction but from the woods that grew right up against the edge of our yard. It continued for a few minutes and then slowly faded out without ever sounding like it moved further away.
About a year or so later our neighbor talked about the history of the area in a conversation with my father. He said that a girl fell into a well that was on the property. Which was back when the wooded area was a yard with a house. The place was torn down some time in the 30s or 40s and the property abandoned until our neighbor bought up the land from the town in the 70s. Back on the experience, safe to say that after we heard the crying we went back into the house and didn't camp outside in the yard ever again.
On paranormal experiences, people forget that they're a rarity. They don't always happen on the regular at places which are haunted. People have just become too accustomed to these faked paranormal TV shows that unrealistically get results every single time. On top of that, the people who look to experience the "paranormal" go out with a mindset influenced by said TV shows and not with a clear mind. That and they're in a rush to get something or to go viral on the internet. Most of the time you won't experience anything at all. There's a reason they call it "ghost hunting". Trouncing around with pounds of useless equipment isn't the way to go about it. Take a video camera with a good mic and use your intuition. Be silent, be attentive, and don't be overly jumpy about every little sound you hear. Feel out the environment and follow your inner sense. Maybe you'll experience something. Maybe you won't. But don't base your expectations on what is seen in paranormal shows. The real thing is a completely different experience.