One who commits suicide becomes a ghost. Ghost means he does not get this material body. He remains in the subtle body, mind, intelligence. Therefore ghost can go because he is in the mind. Mind speed is very strong. If you have got this material body, you cannot go immediately hundred miles off. But if you are in the mental body, you can go immediately, thousand miles
immediately, within a second. So the ghost, they can play something wonderful. But they are not happy, because they have no gross body. They want to enjoy. He's materialist. He has committed suicide for some material want. So he is in want of fulfilling material desire. He could not fulfill in this body, therefore commits suicide. But the desire is there. The desire is there, and he cannot fulfill it. He becomes perplexed. Therefore the ghost creates disturbance sometimes.

Srila Prabhupada, Srimad-Bhagavatam 3.26.27 — January 4, 1975, Bombay