Many people just try to avoid the place or situation where they had the paranormal encounter. If it was in a particular room in their house, they might close it off. If it was in a certain area outside, they'll stay away from there. They prefer to not confront the unknown and hope that by ignoring it, it will go away.
Some people turn to religious or spiritual practices. For example, they might pray, use holy water, or perform religious rituals. They believe that these can protect them from the unknown entities.