Ghosts are in a lot of places, but not all places are haunted. Older houses, that have had more of an active history, are more likely to be haunted. As well as places that have had violent deaths or other events (war battles, etc.) occur within/around them. Hospitals, old churches, battlefields, historical sites are often ripe with ghostly activity.
Your disturbing feeling could be caused by the paranormal, or it could just be in your head. Maybe next time you could try talking to "it" when you feel it's nearby. Maybe it'll leave, or reveal itself in more obvious ways. That would certainly answer your question. Or if it's just paranoia, it'll help ease your mind.
When I'm in a haunted place or (presumably) near a ghost, I'll often feel this weird dizzyish or disoriented sensation. Also, cold spots are common in haunted places, though I've never experienced this myself. My house is not haunted, so my experiences are limited to when I visit a haunted sandwich shop, restaurant or church.
As for getting pictures, if you feel something, snap a few. If you use a digital camera, you won't have to worry about wasting film. Use a flash, and watch out for dust or moisture which can show up as orbs. Sometimes if you ask your ghosts if they want to be in the picture, before you take it, they will "pose" for you, and you're more likely to get an orb in your picture. Don't forget to thank them afterward.
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