This state of existing as a ghost is a great suffering for the individual, as they lack the senses through which to act. The desires to act remain, as the mind, intelligence and identification of the subtle body are still existing. But lacking a physical body with senses, it becomes impossible to satisfy the desires one has. This leads to a hellish state of existence for the soul.
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Though the soul leaves the body at the time of death, sometimes due to tremendous attachment to one's physical body, the soul will attempt to re-enter the dead body. It is very hard for materialistic people to give up their bodily attachments and possessions. As such, they sometimes remain around their dead body in the form of ghosts.
A ghost is simply an individual who exists only in his subtle body (sukshma-sarira) composed of mind (manas), intelligence (buddhi), and identification (ahankara). The subtle body accompanies us even after the death of the physical body.
Thus in Hinduism and in many other religion the bodies of the dead are cremated to break any attachment that may remain for the soul after death. This allows the departed person to continue onwards on their path.
God is also a form of soul but He is much more superior than us. Thats why there is a distinction between a living being called as jeevathma (a simple soul) and the God called as Paramathma ( super soul).Lord Krishna explains clearly the eternality of the soul as follows in the Gita (A Hindu religious text):
"For the soul there is neither birth nor death at any time. He has not come into being, does not come into being, and will not come into being. He is unborn, eternal, ever-existing and primeval. He is not slain when the body is slain."
Hence we cannot just rely on the modern science to realize the reality. As a Human being we should accept that we have limited sense organs to discover the absolute truth hidden in this Universe. Therefore, we have to go for the Religious texts to acquire additional knowledge.
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