I learned that if you're afraid of something coming inside your room, by NO MEANS should you close the door.
I learned that a single hand-held camera can provide two completely different camera angles.
I learned that if you want to put together a collection of evidence of paranormal activity you should edit it like crazy because no one watching can be bothered to press the fast forward button themselves. Also when you edit, leave in random boring conversations that have no relevance to the issue at hand.
I learned that ALWAYS even if its meant to be a realistic looking horror film, the film MUST end in a demonic looking thing making a vicious scary motion to the camera just before it ends.
Oh and of course, if there is no doubt there is some kind of ghost/spirit/demon haunting you, you should definitely do EVERYTHING POSSIBLE to piss it off.