People have different definitions for spirits or spiritual world. Some people say spirits give us life and it stays in us till death. Afterwards it may go to reunite with god, go to heaven or hell, go to another person or get into another life form. Others may tell there is a spiritual world similar to our material world and every life form inherits a small portion of this spiritual world. If it lives in a good way, then its spirit goes back to the spiritual world and if not moves onto another life form. Aim of life is to get back to the spiritual world. There are so many ways in which people tell it. And they back it by making other stories or assumptions which they may make on their own or which somebody else tell them or which religions tell them.
A spiritual world is a product of an explanation to why there is life, why there is anything, why we are here, what happens after death, why we resemble our ancestors, why we are suffering, where is god or what is the purpose of life. These are some of the big questions we may have and we may never find out the answer for some of these. We have to accept this fact and not assume or make up stories. But some religions claim to know everything. It answer everything and the answer for something it doesn't know is not always "don't know". Spirits and spiritual world is one such example.
Some people believe life is supernatural. They don't have much evidence other than, it simply cannot be otherwise. They may tell we cannot create life if we are given all the magnesium, iron and other elementary things making it because we don't know how to assemble it. They may tell something as beautiful, amazing or complex as life needs something equally or more beautiful, amazing or complex to design it. They may ask why life is limited to earth or they may tell or ask some other thing. What is common to such people is, they can't accept that life can take shape in nature.
We are a physical entity. Life is a physical thing. Life evolved in nature. Transformations in nature made it possible for the constituent elements and molecules of life to assemble in a certain way, making it possible. Elements react to form molecules, these molecules might form acids, salts, ores, life etc according to what the condition favors. We do not yet fully understand nature. It doesn't mean it will always be that way and it requires something other than physics, chemistry and mathematics to explain it. Our understanding of our surroundings is improving. Many things which some people claimed to be supernatural could be explained by people who understood nature better. The laws of universe do wonders and life is one of it. Life cannot be above nature or the universal laws. Life suited to our surroundings formed on our planet. The same initial processes in the formation of life as we know it might happen on other planets or stars or nebulas. Will it lead to sustainable life or not, depends on those initial processes resulting in a system that can replicate itself. We may one day find out how life formed. Till we don't find anything, we don't know how it formed. It is not a topic that should be left for our or somebody else's imagination to answer.
Some people claim to have seen, dreamt or experienced spirits, spiritual world, hell, heaven etc. We cannot dream or experience something which we haven't seen or experienced before. Our mind is not filled with all the information when we are born. Our genes pass information, there will be emotions and other basic things to it. We then fill our minds with what we see, hear and feel. Even if you somehow extract all the information in our mind and study it, there will not be anything other than what we got hereditarily or what we saw or heard or felt. When we imagine new things or see a dream, and we break that into the smallest bits of memory making it, we will not find anything new. We don't make the small units of it, we only rearrange it. You cannot see or feel in your mind what you haven't ever seen or experienced. It applies to all of us. If somebody tell you they saw a world beyond this world with their naked eye or in their mind, then they might have been dreaming, their imagination took then there, it was a faulty connection in their brain or they may be lying. There is no spiritual world other than what exists in our imagination.