Zombies are clumsy and stupid, if there was one in your room, you could easily outwit it.
As for ghosts, well...they're just spirits, they can't do anything to you expect float around occasionally shouting "BOO".
I don't know what to suggest really. If it's something that is really causing you problems, maybe you should go and speak to someone about it. Or sleep with a lamp on or something until you find it easy to go to sleep, then try turning it off or making it dimmer.