You asked for advice, so I did a little reading about your "visitor"
The advice is to take absolutely no notice, show no fear of any kind at all, just laugh at any perceived threats that he makes, and be realistic, what can a spook actually do except appear now and again and make silly faces at you. This "guy" is all air and no substance, he cannot harm you, it is only you that can harm yourself through fear, so be fearless and soon enough he will buzz off.
I would be fearful of a person running around with a gun in his hand because he is real and can really pull that trigger but your new friend can do what? Point his finger at you, big deal. Next time you see him and/or he points at you, just smile and give him the "finger".
Edited to add, I used ouija boards for years, and I did contact some real stupids but never fear them, they are dead, they have no body, yes they can appear, make smells, make the temperature drop etc, but that is all.