How is believing in ghosts considered a sin and what would be the consequences of that?

“The dead know nothing . . . There is no pursuit, no plan, no knowledge or intelligence, within the grave.”  -Ecclesiastes 9:5, 10. (Moffatt)

It is even more complex than that. Socrates and Plato are credited with disseminating and advancing the belief that man has inherent immortality in the fifth-century B.C.E.

However, they didn´t originate that teaching. The Babylonians never accepted that life ended with death and they influenced their neighbors. The  book The Religion of Babylonia and Assyria stated: "In the ancient world, Egypt, Persia, and Greece felt the influence of the Babylonian religion.”

Professor Morris Jastrow, Jr., of the University of Pennsylvania, U.S.A., expands on the Babylonians non-accetance of death: “Neither the people nor the leaders of religious thought [of Babylonia] ever faced the possibility of the total annihilation of what once was called into existence. Death [in their view] was a passage to another kind of life, and the denial of immortality [of the present life] merely emphasized the impossibility of escaping the change in existence brought about by death.” The belief in an after-life was so strong and entrenched that they used to bury servants and objects with royalty and the elite for use in the Hereafter.

After God implanted different languages in people´s minds in Babel, groups of people had to leave that area  and were scattered “from there over all the surface of the earth.” (Genesis 11:5-9) Although they brough with them different languages, they also kept and brought with them the same religious teachings and ideas shared in Babylon. Therefore, it is not difficult to understand why most of the existing world religious have their roots in Babylonish religious teachings, including the belief in the inherent immortality of the soul. Their spreading out over the surface of the earth carrying Babylonish teachings with them set the scenery for the foundation of "Babylon the Great," the world empire of false religion. - Revelation 17:5.

Although Judaism and Christendom were influenced by the Platonic teaching of the immortality of the soul, the founder of genuine Christianity knew better. The 20th-century Spanish scholar Miguel de Unamuno wrote on Jesus: "He believed rather in the resurrection of the flesh, according to the Jewish manner, not in the immortality of the soul, according to the [Greek] Platonic manner.” He further added: " “The immortality of the soul . . . is a pagan philosophical dogma.”

It goes without saying that there is someone behind those false Babylonish teachings, someone interested and invested in "misleading the entire inhabited earth." By means of the clergy of Christendom and other religious leaders, Satan operates through them "with every powerful work and lying signs and wonders  and every unrighteous deception." Because of those "misleading signs," the masses of mankind refuse to accept the love of the truth. Instead, they allow themselves to be misled "so that they may come to believe the lie, in order that they all may be judged because they did not believe the truth but took pleasure in unrighteousness." - Re 12:9; 2 Thessalonians 2:9-12.

No, God does not excuse them for their willful ignorance. God does not excuse them for believing in the lie of the inherent immortality of the soul and other false teachings that go along with it. Therefore it is imperative to recognize what "Babylon the Great" stands for and flee from it. Should the vast masses of mankind refuse to do that, they will be recipients of the deadly plagues coming upon that false religious empire. - Revelation 18:4.

Exercising our spiritual neurons:

- Why did God forbid consulting the dead and spirit mediums? - Isa. 8:19-22,  Leviticus 19:31; Deuteronomy 18:11, 12

- Why did King Saul die? - 1 Chronicles 10:13, 14.

- Does mankind offer, in fact, sacrifices to "dead saints," and "dead ancestors" or someone else? - 1 Corinthians 10:14, 19-21.

I've never heard someone specifically say that 'believing in ghosts is a sin'.

It's dumb, because there's no such thing as ghosts.

(Or sin for that matter).

Ghosts are disembodied spirits - likely demons - not deceased people. Unless they inhabit a body they are limited by what they are able to do. 

BELIEVEING IN GHOSTS WILL GET U ENTWINED IN THE DEVIL AND DEMONIC ACTIVITY. IT IS SIN AS U ARE NOT TRUSTING YHVH GOD.

It is depend on the real definition of ghosts, before we can go on to give verdict on it , whether it is a sin or not. Satan and JIN having no form for human to see by their eyes , being considered as the creation of GOD by creating both of them from fire or a certain kind of energy. If any one believe in satan and JIN as their false gods then surely become sin.

It's a sin to knowingly believe something that God says is not true since that would be basically calling God a liar. We know from the Bible that "ghosts" do not exist since those who die go to heaven or hell depending on whether they placed their faith in Jesus Christ. However, there are demons that are perfectly capable of masquerading as deceased loved ones. In short, demons are real, but ghosts are not.

The Bible is very clear that no one can earn their way to heaven since good works do not pay for sins. See Gal. 2:16, Rom. 3:23-28, 4:4-5, Eph. 2:8-9, Tit. 3:5. The only way to heaven is by believing in Jesus for His free gift of eternal life. Jesus shed His blood on the cross as the full payment for our sins. He did all the work; all He requires of us is that we believe in Him. Once you believe in Jesus Christ to save you, you are secure forever!

Because we have all sinned against a perfectly holy and righteous God, we all deserve eternal separation from God in hell (Rom. 6:23). However, God loves us so much that He sent His only Son Jesus to die on the cross as our Substitute so we don't have to go to hell. Christ died for our sins, was buried, and rose from the grave three days later (1 Cor. 15:3-4). He gives eternal life freely to anyone who simply believes in Him for it. No one can be saved by doing good works. Salvation is by grace alone through faith alone in Christ alone (Eph. 2:8-9).

"Verily, verily, I say unto you, He that believeth on me hath everlasting life" (John 6:47).

For the Christian Faith, it is not a sin to believe in Ghosts.