There have been stories which are scary, this is true, but you don't know the truth behind all of these stories...
I think the question you should ask is if you want to try it for the right reasons?
If it is real, it is a powerful tool that shouldn't be 'played' with, not just because it's "scary" but because of what you are playing with. Spirits, otherworlds and such, if they exist, surely they aren't the place for you unless you know all that you are dealing with and believe in it...
As far as my opinion on whether they're real go, i don't have a deffinitive answer, but i wont be closed minded to it like some.