How do I get the history of a house . We have seen some really weird stuff happening.

Try local library or newspaper.

Often, the village or county historical society has files on area houses, especially if a house has a "history." Also check the public library, nearby neighbors, area newspaper archives (the public library probably has a database), and even the police department.

There is no house record. You can look at previous owners, and try to contact them, or their families. You find people in the local area, who lived there a long time and talk to them. As noted, check out records at local library, and news papers.

What types of weird stuff is going on that may be normal ?

Yes, I'd suggest more of speaking with the neighbors. You don't necessarily have to tell them you're having strange things going on... but you can get a good idea of anything odd possibly about anything violent or whether strange things went on there.