What should you do if a ghost is haunting your bedroom?

First, they are not "ghosts," they are spirits who are stuck in this world. You can talk to the spirit and tell them they are dead and that they need to cross over to the other side. Tell them it is safe on the other side and they will find their loved ones there. Tell them it is the place where the light is brightest. If you are successful, you have saved an unsettled spirit and sent them home. If not, do not be afraid of them. They are not here to hurt you, they are simply lost in our world.

Start off by trying to figure out WHO maybe haunting your room. Are you the first family to live in the house? Did something significant happen in the house at some point in time that was life changing for some one? (ie: death, birth )

Do a little bit research about the neighborhood and house you live in. Then I would just sit in your room and talk to the spirit. Tell the spirit that you are not there to cause harm. Ask what you can do for your "new friend". When you walk in to your room always say hi and when you leave say bye and always be aware of your spirit. Talk aloud like you would if you had someone on your bed.

Don't be scared, be excited!

I liked Gypsy Granny's answer, probably the best you're gonna get. Does it seem benign or malevolent? If it's the former, the best thing you can do is try to establish contact and figure out what it wants. If the former, there's a lot of distinctions you have to make. Human or otherwise? Yes, I do believe there are ghosts and demons out there, there's too much evidence to believe otherwise. If you are in danger, just get out. If there is a chance that you can help it or even research it, I'd say go for it. I'd love that chance! Have fun.

Provided it IS a ghost, I would seek all the help I could get to get rid of this ghost. Don't talk to it, don't entertain it, don't acknowledge it. Have the house blessed. If that doesn't work, and you really don't want the ghost in your room, you may need to move out.

a ghost will haunt a certain area for a certain period of time some ghost want to be left alone if you see the ghost dont be scared just see what it wants if its a poltergeist then be afraid very afraid

If you believe that Jesus is Lord and has authority on everything, say it aloud in your bedroom. In the name of Jesus, get out from this room. The ghost will go away because ghosts are afraid of Jesus and they will not accept Jesus' authority on them.

I would have to believe it 1st, to realize a ghost is in my bedroom

Just play some old time rock and roll to it. You will be friends in no time. That is unless your house is built over an old grave yard populated by depraved evil religious right wing zealots.

Pray for protection and make friends with it. Try to help it. All the while praying. Probably just a troubled soul. Tell it to go on.

I'd grow up and stop believing in ghosts.

Stop believing in ghosts and your problem will vanish.