“My gripe is not with lovers of the truth but with truth herself. What succor, what consolation is there in truth, compared to a story? What good is truth, at midnight, in the dark, when the wind is roaring like a bear in the chimney? When the lightning strikes shadows on the bedroom wall and the rain taps at the window with its long fingernails? No. When fear and cold make a statue of you in your bed, don't expect hard-boned and fleshless truth to come running to your aid. What you need are the plump comforts of a story. The soothing, rocking safety of a lie.” ― Diane Setterfield

The context for this quote is a Hansonian post emphasizing that rationality has costs, and someone who wishes to seek truth must be prepared to accept them: http://lesswrong.com/lw/j/the_costs_of_rationality/ ​

The particular example chosen in the quote is not the best since non-existence of ghosts is not a lie. Nonetheless, the point is well-taken. As a short-term comforting strategy (say to comfort a five year old), it is preferable to say ghosts were destroyed by Zeus or something, than to say that it is highly unlikely that ghosts ever existed because no ghost stories have had a reasonably credible source etc.