Not only thinking about ghosts, angels, or the notion of God,but think about you very self! One cannot detect the mind or consciousness through sensory perception. We can see inside the brain with frequency waves but not inside the mind. Yet it is there. Same goes for the spirit. The essence of life, not our biomechanics but how it is we can breath and think. There must be layers, not behind but with I the curtains of reality.
For example lucid dreaming, it may just be a by-product of the brain, but we perceive that were in another reality, plus there are also a bunch of people that experience life after death and then they are resuscitated, and because everyone has a different experience of there life after death, i can only chalk it up to dreaming, but if people are still dreaming after death, then it would make since that are dreams are on a different plane of existance.
I have personally perceived at least one other reality besides the one human realm. I did this unwillingly while under the influence of a psychoactive drug. I don't remember much because I am an old man now and it happened while I was young - but I do remember that it did happen. Anybody else?
I think we tend to experience other areas of existence. If you are a Christian, you believe in Heaven, Hell, and Purgatory. You can't see it, but you "know" it is there. Another plane of existence could explain experiences with Ghosts, or out of body. There are also thoughts of aliens, and people from another world. We may never be able to explain them, just know they are simply there.
People generally accept that humans have body, mind, and spirit that cooperate to form a human (even for those who don't buy the whole spirit thing, mind and brain are not quite the same thing). It seems like a good way to explain some things that we can't see, including the existence of God.
And even if you're against the religious aspect of things, there is science that points to the existence of other dimensions. Also, we can manipulate objects in the third dimension (space). However, even though we clearly experience the fourth dimension (time), we cannot manipulate it (at least, not yet). So it stands to reason that there could be other dimensions that we either do not experience or do not realize we experience.
When one looks in depth at how unlikely it is that everything aligned to make this happen, the fact that there's multiple planes of existence is a little hard to believe. There's likely more to all of this than just us, but I think multiple planes of existence is overthinking things.
As of right now physics tells us that there's a possibility of other universes, or other planes of existence. As of right now, though, there is no direct evidence of this and it is purely mathematical and theoretical. I do hope there are though, as that would expand, well...just about everything.
I personally do not feel like there are multiple planes of existence. I strongly believe in life on other planets, and hundreds of different life forms we haven't even seen yet on our own planet, but in other planes just feels like a stretch. Several planes of existence just sounds very complicated.