You could try a house cleansing/blessing...you need to smudge your living space and cleanse it of unwanted entities.  And it's a fairly easy thing to do.

At my website, The Witch's Corner, on the page of rituals, you'll find instructions for cleansing/blessing your home:

http://ladyamythyst.webs.com/rituals.htm

Until then, remember that nasty entities don't like salt.  Keep a bowl on your nightstand and leave them sitting here and there, scattered throughout your home.  I've often scared away the boogie man in the middle of the night for my children with a pinch of salt-- tossed deftly under the bed, at the doorway, or wherever that nasty entity happens to be. 

I also recommend that you light some sandalwood incense and a white candle.

Good luck, and don't be frightened.  Ghosts and oogie boogie things have no power over a witch-- or you.  Now you have some information at hand to gain control of your living space.

Blessings,
Amythyst