Well you can.... and did, but now you're doomed to walk the earth forever, a lonely soul. You can only subtly influence things like rustle leaves and make things fall off shelves. Who do you haunt and why?
Anyone and everyone. I would probably never stay in one place, instead following around people I find interesting and watching what they do. I've always been the type to observe and study things, and I'd love the chance to be a fly on the wall of some of the people I admire and see how they live their lives behind closed doors. Maybe celebrities, maybe just people I know that I think are cool people.
I'd haunt this one specific girl who I went to school with. She tried to pick a fight with me during our senior year and I've always had a grudge against her for that because she went as far as trying to spit on me (but she ended up spitting on herself). She'd be fun to haunt.
I don't think there would be anyone in particular, but if I'm going to be left as a ghost for eternity, I might as well have some fun doing it. I might spend a couple of weeks at a time haunting different celebrities, especially if they're the kind that feel they're better than everyone else. I wouldn't do anything to ruin their lives, but if I can make them paranoid, I've done my job.
I would float around and visit everyone I currently hold dear to me, and probably go and see the world if I was a floating, incorporeal being. Seems relatively enjoyable; I'd get to be alone for long periods of time too!