Investigating the paranormal properly, as detailed in Ben Radford's book "Scientific Paranormal Investigation", is not only a good idea in terms of acquiring knowledge. It can also prevent you from doing something so foolish that you get yourself killed.
In a tragic incident this past Friday, a man lost his life while searching for evidence of a "ghost train". Out of a dozen or so companion ghost hunters, he was the only casualty. But it could have easily been worse.
According to urban legends, at the anniversary and place of this historic crash, it's possible to hear the sounds of the crash and catch a glimpse of what happened on that fateful day.
The problem is that the crash took place on a bridge, and the tracks are still subjected to heavy railroad traffic. Our ragtag band of ghost enthusiasts made the very poor decision to walk out onto the bridge in order to try and catch a glimpse of this phenomenon.
Well, there was the sound of a train and people screaming in terror.... but it didn't come from any ghosts.
You can bet that none of these ghost hunters made the slightest effort to look at original sources or figure out exactly what they were looking for. I'm betting they just figured that if they could get as close to the purported scene of the accident as possible, something might happen.
But they had no reason to expect that they'd have a better view of any phenomenon from on the bridge rather than safely next to it. A proper scientific investigation would never involve venturing out onto the bridge when there was no information suggesting that it would do any good.
Hell, good science tries to manage risk and control as many variables as possible, so even if it did look like heading out onto the bridge was necessary it would be imperative to coordinate such efforts with the railroad authorities first.
But these people weren't trying to conduct good scientific investigation. They were just hoping for a ghost experience so that they could have a cheap thrill. That attitude lead to a foolish decision, and the loss of one man's life.