Unexplained things can be explained, sometimes.
That's a pretty funny prospect.
Well, computers are big and fascinating. Every time you get on a computer, you don't know exactly how it works, do you? At least, I don't.
One of the more fascinating things with computers, though, are called 'Genetic Algorithms'. It looks big, but basically genetic algorithms simulate evolution to solve problems. You can easily find simulations on the Internet.
Now, in really old computers, sometimes strings of code go errant. A computer glitch. Rarely, glitches intertwine with each other and create something new. This is called an emergent property- for example, you can describe the behavior of a single ant, but this says nothing about the colony. You can explain a neuron of the human brain, but this does not answer the questions of consciousness.
On some prized computers, there are programs that hackers call "Ghosts in the Machine". Programs that have become genetic algorithms with no purpose, with fascinating results. It could take in files from your computer and copy them and use them- it could breed files together to create completely new ones. After a few generations your original files are completely different from the result. The original experiment was done in 1998 when a computer was left running with random input to see if such emergent properties would occur, and they did. Unfortunately, the experiment was not contained and ghosts, despite their rare nature, are currently spread across the Internet.
These 'ghosts' are shared among the hacker community for their interesting- and sometimes unexplainable- properties. There are uncountable tons of them in existence. You might see other creepy stories on the internet about them, because they're very fun, and very mystical. However, sometimes their intent is known to be far more maniacal.