In most frpg's there are spells which prove it. I have found that the best way to deal with this is present the players with eighteen different metaphysical theories, each different, each accounting for most of the observed facts, and each explaining certain things the others can't. People can put themselves and those near them into trance states. In these states, they may well believe they're talking to the dead.
Souls die, just like bodies do, but sometimes there is a delay between the two events.
It is possible to contact souls in this state and interrogate them. After the soul perishes, it ceases to exist and can no longer be contacted. Necromancers think they are contacting the dead, but in reality are contacting demons who pretend to be the dead. Necromancers can provide blood for the thirsty ghosts, who may rise from the Elysian Fields to drink, if Hades permits them. After the drinking of blood, the ghost may be willing to answer questions.