It is a total misconception that keeping ones body parts under the covers is protective. I think this notion came from the "monster under the bed" tradition of night terrors which is of course silly. There are no such thing as monsters. I think it is plausible that hiding under the covers does afford some protection from Aliens spying on you from outside the window, something that also plainly exists. (Ie you are much less likely to be abducted and probed if you are not easily spotted under the covers.) So yes, when I hear strange noises in the middle of the night, I do hide under the covers until I have a better sense of what I'm dealing with. But this should really only be the first step in your approach to an Unknown Nocturnal Supernatural Being. YMMV.
I leave a small light on if there is a chance I could be visited by an UNSB. It doesn't keep them away but I like to see what I'm dealing with. Ghosts will often give you clues to how threatening or scary they are likely to be, it might be their age, there dress, something and you're gonna want a good look at your ghost. It is important to keep in mind that a ghost will never inflict direct bodily harm but a more menacing ghost will still spook the bejesus out of you and is more likely to cause others in the home to act out irrationally and dangerously ("Heeeere's Johnny!").
Cats help. I keep a guard cat on the bed every night and I think everyone should. It is very unlikely that a being passing into our universe from the Spectral Plain will escape a cats attention. The problem is there's a lot of non-significant ghost activity going on all the time. Souls conducting normal after life activity, contacting relatives, etc that I don't need to know about. Some cats will pick up and freak out about it, meowing in a corner at nothing in the middle of the night. Our current guard cat is really reliable.
The ultimate last line of defense, your impenetrable fortress against ghosts -- and this is the big mistake made by characters in most horror movies -- is safety in numbers. Everyone in the house should be piling into the same bed, or at least pairing up. Spirits know that groups of humans are much more likely to rationalize and normalize a supernatural event when they are talking it out with each other, and they don't even try. There is serious academic research postulating that human family structures were evolved and shaped by the threat of ghost harassment.
Our house is a hundred years old and located not on, but near an ancient Indian burial ground. Interestingly, we also discovered that the architect of the house died while it was being built. The pre-existing Haunting Risk Assessment Scale II score is really quite high, 18 out of a possible 24 and we certainly would not have bought the house had the previous owners disclosed this information. But I have to say -- with relatively simple interventions, a nightlight, a faithful guard cat, and both boys climbing into my wife and I's bed in the middle of the night, we've remained completely free of ghost activity for over ten years.