Mauro says:

It probably all started when
It probably all started when Alexandra David-Neel related how she was trained by a Lama mystic to conjoure a tulpa, the original thoughtform. Her books contain many anedoctes and conversations with very learned Lamas about these curious products of the human minds. Too bad very few bother reading them anymore.
Ghosts "created" by people expecting to explore an haunted locale or having a "spooky" evening out in the woods seem to be all the rage but seem to be the least consistent of them all. Can’t they just be just allucinations?

Mauro says:

Here’s the unabridged
Here’s the unabridged passage reagrding tulpa creation from the 1931 American edition of Magic and Mystery in Tibet, notes in brackets are mine:

Incited by many wonderful legends regarding the power of ancient tubthobs [mystical and spiritual masters] to create tulpas, a small number of ngagspas [lama magicians] and lamas endeavour, in great secrecy, to succeed in that peculiar branch of esoteric lore.
However, the practice is considered as fraught with danger for every one who has not reached a high mental and spiritual degree of enlightment and is not fully aware of the nature of the psychic forces at work in the process.
Once the tulpa is endowed with enough vitality to be capable of playing the part of a real being it tends to free itself from its maker’s control. This, say Tibetan occultists, happens nearly mechanically, just as the child, when his body is completed and able to live apart, leaves its mother’s womb. Sometimes the phantom becomes a rebellious son and one hears of uncanny struggles that have taken place between magicians and their creatures, the former being severly hurt or even killed by the latter.
Tibetan magicians also relate cases in which the tulpa is sent to fulfil a mission, but does not come back and pursues its peregrinations as a half-conscious, dangerously mischevious puppet. The same thing, it is sais, may happen when the maker of the tulpa dies before having dissolved it. Yet, as a rule, the phantom either disappears suddenly at the death of the magician or gradually vanishes like a body who perishes for want of food. On the other hand, some tulpas are expressly intended to survive their creator and are specially formed for that purpose. These may be considered as veritable tulkus [see note 1 below] and, in fact, the demarcation between tulpas and tulkus is far from being clearly drawn. The existence of both is grounded on the same theories.
Must we credit these strange accounts of rebellious "materializations," phantoms which have become real beings, or must we reject them all as mere fantastic tales and wild products of imagination?-Perhaps the latter course is the wisest. I affirm nothing. I only relate what I have heard from people whom, in other circumstances, I had found trustworthy, but they may have deluded themselves in all sincerity.
Nevertheless, allowing for a great deal of exaggeration and sensational addition, I could hardly deny the possibility of vizualizing and animating a tulp. Besides having had few opportunities of seeing thoughtforms, my habitual incredulity led me to make experiments for myself, and my efforts were attended with some success. In order to avoid being influenced by the forms of lamaist deities, which I saw daily around me in paintings and images, I chose for my experiment a most insignificant character: a monk, short and fat, of an innocent and jolly type.
I shut myself in tsams [spiritual retreat] and proceeded to perform the prescribed concentration of thought and other rites. After a few months the phantom monk was formed. His form grew gradually fixed and life-like looking. He became a kind of guest, living in my partment. I then broke my seclusion and started for a tour, with my servants and tents.
The monk included himself in the party. Though I lived in the open, riding on horseback for miles each day, the illusion persisted. I saw the fat trapa [low-ranking monk], now and then it was not necessary for me to think of him to make him appear. The phantom performed various actions of the kind that are natural to travellers and that I had not commanded. For instance, he walked, stopped, looked around him. The illusion was mostly visual, but sometimes I felt as if a robe was lightly rubbing against me and once a hand seemed to touch my shoulder.
The features which I had imagined, when building my phantom, gradually underwent a change. The fat, chubby-cheeked fellow grew leaner, his face assumed a vaguely mocking, sly malignant look. He became more troublesome and bold. In brief, he escaped my control.
Once a herdsman who brought me a present of butter saw the tulpa in my tent and took it for a live lama.
I ought to have let the phenomenon follow its course, but the presence of that unwanted companion began to prove trying to y nerves; it turned into a "day-nightmare". Moreover, i was beginning to plan my journey to Lhasa and needed a quiet brain devoid of other preoccupations, so I decided to dissolve the phantom. I succeeded, but only after six months of hard struggle. My mind-creature was tenacious of life.

Note 1: A tulku is often improperly called a "living Buddha" or a "reincarnated lama". I won’t bore you with the details, as interesting as they are, but learned lamaist mystics mantain that a dying person well versed in mental exercises and occult arts can project his "psychic energy" in another, newly born body which will remain coherent and allow him to continue pursuing the same goal he had in this life.