DO friendly ghosts excist, or do we just hope they do because of our fear?

Also, it's hard to be warm when you don't have a physical body to provide for warmth anymore.

It's lying, OP. Not friendly.

Have a dead family member?

Firstly, they can't be warm very often because by their basic hypothetical nature, they have to keep drawing natural energies to manifest. (Sadly, this theory always fails to impress me because our universe is FULL of energies, many of them higher form radiations that a ghost could use to manifest for forever....) So because they keep drawing, supposedly they'll always be cold or create coldspots.

Next, ghosts don't have intentions. If they are Remnants, they have no intentions at all. If they are Revanants, then they only have the intentions they would have in their past lives. And if they are Poltergeist, they aren't humanoid to begin with but are natural forms of "spirits" that are rather nasty, since the collective emotional energies of a location give a Poltergeist it's ability to manifest. This emotion can be good OR bad, and still end up bad. You'll never, ever, EVER hear of a "good poltergeist".

Projective manifestations occur among those of us that are vulnerable and open at the same instance. It's the closest thing to a created ghost you'll come across. Your own mind helped create the "ghost" if it was there at all.

Not to burst your bubble, but strangely, I've heard of a "good" poltergeist. She was protective of a friend of mine from just about anyone who threatened her, but after she was no longer threatened, just up and vanished. She still feels scared in her house, just not threatened, and actually feels safe in her room. Also, I knew the protective one was a ghost before she said anything about her. To limit confusion, lets call the living girl P and the polter E (not horribly inventive if you know the individuals). Anyways, P has many fears, and E only has a fear of the downstairs (odd for a ghost, but moving on). E is limited to her old room in which P spends most of her time, and after discovering E for the second time in her life, remembers a lot of stuff about her, mostly playing with her as a kid and why E's dead. I knew why E was dead, but didn't know E went polter from time to time in non-harmful ways.

It reminded me less of a poltergeist and more of this other case where there was this oddly powerful TK girl that thought she was being haunted by a polter, but the one psychologist that said something to the contrary had something heavy fall on him shortly after because the girl was both angry and scared by this. Don't remember time or place, but it was a time when psychologists were considered both quacks and a last resort, either before or shortly after Freud. Guy was technically a parapsychologist in the legend, I think. Original had times, dates, and names, but my mind does not store these things. Thinking 1800's, but not sure.

Ending off-topicness and going back to OP: Yes, there are such things as good ghosts, except they tend not to last very long as good or ghosts. What you had a run-in with sounds a lot like what's referred to as a Shadow-person. Lots of legends about why they're here, none of them all that significant, other than that I've noticed when things become non-neutral, so do they. Have yet to see them turn more good than neutral, but in highly polluted areas, I've noticed they become strangely violent. Also, have had run-ins with ones similar that aren't shadow-people and are more just sorta... neutral demons, I guess. Never meant to be here, but they are anyways, and making the most of it with the rules that keep the world in check. They look a bit different than normal shadow-people, in that the only one i've ever seen that didn't have an axe to grind had horns wrapped around its head, sorta like a crown. Aside from that, I've noticed everything not alive that's only partly here is cold, ghost or no ghost. There are good things. There are many more neutral and evil things. Welcome to the world of /s/, which for me has been a door that once opened can never be closed.