Does you sister think it is a friendly spirit, or a spirit that cause trouble.
If it is a friendly spirit and she feels comfortable with the spirit then that is not a bad thing, right?
You may be shocked, but does anybody else in the family believe her? Now you have no doubts about these experiances, right?
If you are religious at all, then pray.
If not then just think of good thoughts and good experiances and this will protect you and your sister.
Let me know if you have anymore questions.