This is a tough topic, because we are talking about things that
cannot be experienced through the 5 Senses of the world population
(meaning that one person may have an experience and others may
believe or call him crazy, or people of one religion have a certain
belief about them, but people of another religion will believe
differently - but each will swear that their beliefs are the real
truth).
Here are some general references from the Wikipedia.
SOUL
http://en.wikipedia.org/wiki/Soul
SPIRIT
http://en.wikipedia.org/wiki/Spirit
GHOST
http://en.wikipedia.org/wiki/Ghost
ETHERAL BEING
Should be another E in there. "Ethereal". Also known as
"AEthereal".
Technically, an ethereal being would be any of the above three, but
is usually not associated with the word "soul".
Spirit & Ghost are similar. People usually use the word Ghost
to mean a harmful or naughty Spirit. A ghost is always a spirit,
but a spirit is not always a ghost. A ghost is generally thought of
as the soul or spirit of a person that was once living, now
deceased, but not at rest.
A Spirit is a non-physical entity or ethereal being, etc. It does
not have to be from a "person" that was once living.
There are many more terms and words that can be used for a lot of
different things - it's quite a big subject.