Mike Heiser, a scholar of ancient history and archaeology, spoke about ghosts and the underworld in the ancient texts of Egypt, Mesopotamia, and the Bible. There were similar concepts of the underworld across various ancient civilizations, he said, noting that it was thought of as a watery rather fiery world and that it was positioned as being underneath the Earth.
The notion of hell as a place of eternal punishment began to evolve after the Old Testament, he stated, with Hades or Gehenna (possibly named after a real place that was said to have burning human sacrifices) first being mentioned in writings from before the New Testament.
The story of Samuel from the Bible is one in which a ghost makes an appearance, Heiser shared. Samuel was pulled out of Sheol (the Hebrew underworld) in order to pronounce Saul's fate. In the New Testament, the entities of spirits and angels could sometimes be referring to what we think of as ghosts, Heiser detailed, citing an example related to Peter's escape from jail. He also discussed how the term "shades" used to describe the dead in Mesopotamia, Greek myth, and the Old Testament possibly relates to modern day reports of Shadow People.
Article: Egyptian Afterlife
The Egyptians believed that when a person died, the afterlife could be experienced in various ways by different aspects of their being. For instance, the akh was a spirit or ghost that could live among humans, usually in the vicinity of their tomb, yet it could also inhabit the underworld. The ka was an etheric double or life force that could dwell in statues of themselves, to which mortuary offerings by the living could be made.
The journey to the underworld was of great concern with one of the goals being to reach the ruler Osiris who would pass judgment upon them. Towards that end, guidebooks in the form of papyruses might be placed in their tomb which contained details essential for a successful crossing (such as the information featured in the Egyptian Book of the Dead).
After a favorable judgment, entry into the land of the blessed was granted-- a place not unlike the Nile Valley, with canals, dams and farms. The departed were said to have the ability to transform themselves into a bird if they liked, and were able to use whatever possessions that had been packed in their tomb. In addition, they were privy to a magical spell that could turn small models of servants (shabti) left in their tombs into living beings who could do their bidding.