You see, a ghost doesn't have a body

So [the women] rushed back from the tomb to tell his eleven disciples - and everyone else - what had happened... But the story sounded like nonsense to the men, so they didn't believe it. However, Peter jumped up and ran to the tomb to look. Stooping, he peered in and saw the empty linen wrappings,; then he went home again, wondering what had happened.

Luke 24:9, 11-12

Mary was standing outside the tomb crying, and as she wept, she stooped and looked in. She saw two white-robed angels, one sitting at the head and the other at the foot of the place where the body of Jesus had been lying. "Dear woman, why are you crying?" the angels asked her.
"Because they have taken away my Lord," she replied, "and I don't know where they have put him."
She turned to leave and saw someone standing there. It was Jesus, but she didn't recognize him. "Dear woman, why are you crying?" Jesus asked her, "Who are you looking for?"
She thought he was the Gardener. "Sir," she said, "if you have taken him away, tell me where you have put him, and I will go and get him."
"Mary!" Jesus said.
She turned to him and cried out, "Rabboni!"
"Don't cling to me," Jesus said, "for I haven't yet ascended to the Father. But go find my brothers and tell them that I am ascending to my Father and your Father, to my God and your God." Mary Magdalene found the disciples and told them, "I have seen the Lord!" Then she gave them his message.

John 20:11-18

Then the two from Emmaus told their story of how Jesus had appeared to them as they were walking along the road, and how they had recognized him as he was breaking the bread. And just as they were telling about it, Jesus himself was suddenly standing there among them. "Peace be with you," he said. But the whole group was startled and frightened, thinking they were seeing a ghost!
"Why are you frightened?" he asked. "Why are your hearts filled with doubt? Look at my hands. Look at my feet. You can see that it's really me. Touch me and make sure that I am not a ghost, because ghosts don't have bodies, as you see that I do." As he spoke, he showed them his hands and his feet.
Still they stood there in disbelief, filled with joy and wonder.

Luke 35-37

The gotcha-ness of the Resurrection.

The four canonical Gospels (Matthew, Mark, Luke and John), for all their different versions of the same story - which has left skeptics wondering why Christians would believe in these muddled accounts in the first place - all record the same reaction from his followers after his resurrection. Male, female, close disciples, Roman guards, and nameless followers all are shaken and fearful upon seeing him, or rather, seeing his body where it shouldn't have been. It was as if Scooby and Shaggy had stumbled unto another one of their ghosts. Except that this was no cheap monster suit, no illusion, and was a first-experience.

The angels' response is similar to Jesus'. Their first words in all their encounters tend to be "Peace" or "Don't be afraid." Although Jesus did seem to walk through walls, I don't think that the response was necessary because people were afraid (as has been suggested by well-meaning Christians) of the awesome size and muscular size of the angels or that Jesus appeared as a ghost. Notice Mary Magdelene's response to the "white-robed angels" and her desperate plea to the gardener. It was more that Jesus was missing from his tomb, his place of death, and instead appearing in front of them.

He should be there, in the tomb he was just placed in. Not missing. And certainly not walking in on meetings.

Yet, it wasn't as if the disciples had no primer on this. They knew about, and many of them clung to the hope of, the resurrection, that the dead shall raise from and beyond the scope of death - bodies and all. I'm pretty sure that they were also getting used to the idea of a Messiah (a Jewish savior who would deliver the Israelites from all captivity) who's dirt poor, who's humble, riding on a donkey's colt. And Jesus himself had warned them (at least three times directly) that he would die and yet rise again.

But you could say all that preparation would only come into play later, after the events themselves. For there was nothing in the schema of the world to prepare them for this. This was all new. No one was prepared for the resurrection to begin now. They anticipated a military victory - a toppling of the power of Rome - before a defeat of their hopes and dreams and lives. They didn't understand, yet, the ways of the power of God. And, in many cases, neither do you nor especially I.

This is all new.