The first time I knew for sure I was talking to a dead person was my dad's spirit hovering over my bed. I knew he was in the hospital back home in Canada but I had not yet received the next morning's phone call from his brother to confirm his passing. But he was there, sort of like his face slightly looking at me from inside a small cloud, hovering over the end of my bed, with a very definite feel of good-bye, it's alright. I've heard this same story from many people over the years, along with other visitations including the lights flickering, appliances going on or off unexpectedly or books flying off shelves.
I had always been psychic, but I wasn't always sure where I was getting the information from, and since often it was different from what people were saying was truth, I kept it to myself. Over the years I had plenty of validation though. I just thought it was more of how I didn't really fit in, my strange sensitivity. If I heard 'you're just too sensitive!' I thought I'd scream, although probably I'd actually just cry.
Usually, when people have just died they're really happy. They whiz around in astral space where they can see us but we can't always see them, light and free. They're often a bit concerned about how sad everyone is, but they do understand it and try to help. Sometimes they wrap their energy around people, and people do feel comforted by this, even if they're not quite sure it's actually happening. One friend actually said to me that 'if I knew dying would be so good, I would have done it a long time ago!'
When they talk to us we sometimes hear the words almost out loud, as if a voice actually spoke. But more often we hear through words in our heads, whispers of conversations we suddenly notice we're listening to. Sometimes they show us pictures in our mind's eye, or allow us to notice a scent.
We can hear them more clearly when we slow down, relax, and especially during or after meditation. Our analytical minds get in the way more than anything. Accepting, calm open hearts hear the most.