There's long been a debate concerning whether or not The Shining's ghosts are real but Jack's escape from the freezer should put the matter to rest. On the other hand, there's no such debate when it comes to Stephen King's source novel on which The Shining is based. One of the many ways in which the novel and movie differ is when it comes to how explicit the supernatural elements are. It's made clear that King's book is supernatural from the word go, and there's never any doubt that The Overlook Hotel's ghosts are both real and powerful.
In director Stanley Kubrick's Shining movie though, the ghosts are a bit murkier. While Danny Torrance's shining power clearly and demonstrably exists, the Overlook's ghosts don't really do much directly. As quickly as Wendy is to believe that there was a crazy woman in Room 237 that tried to strangle Danny, we don't actually see it happen. The only person who dies is Dick Hallorann, who's killed by Jack, a man still very much alive at that point. Additionally, Danny, Jack, and eventually Wendy's encounters with the Overlook's ghosts all take place independently, never when they're together.
With that in mind, and as some Shining fan theories suggest, it seems possible that the ghosts actually aren't anything more than "pictures in a book" as Dick says, and the reason Jack and Wendy eventually see them is that Danny's power is so out of control that he's inadvertently broadcasting these images to his parents. Or at least, that might be possible, if not for one particular pivotal moment involving Jack Torrance.
The Shining: Jack's Freezer Escape Proves the Ghosts Are Real
Shortly after he's gone completely crazy - which one could easily attribute to a combination of cabin fever and frustration instead of anything supernatural - Jack goes after Wendy, who hits him with a bat, and drags his incapacitated body into a walk-in freezer. Jack comes to inside the appliance, and demands he be released, both by trying to pretend he's regained his senses and hitting her with threats of violence. Wendy, not being that stupid, leaves Jack locked up, and goes to find Danny.
Later, Jack is seen still locked inside the freezer, despite him pushing on the door quite strongly while enraged. Then, Jack engages in conversation with the disembodied voice of Grady, the former caretaker of the Overlook who murdered his wife and twin daughters, then died by suicide. After imploring Grady - and by proxy the Overlook itself - to give him another chance to accomplish his mission of murder, the door is heard unlocking. Jack is next seen hacking down the door to his family's room with an axe.
There seems to be no other logical explanation for how Jack could've escaped his frosty prison than Grady somehow using ghost powers to open the door. Jack was shown repeatedly struggling with it, and being unable to free himself. An extremely charitable interpretation could be that Jack eventually located an emergency method of opening the door from the inside that had been installed in case someone was accidentally locked in, but since one has to lock the door from the outside to begin with, that's not something that could accidentally take place. The metal door to a large freezer like that would also be designed to be secure, so it's unlikely any amount of bashing himself into it would've been enough for Jack to open the door from the inside. In this case, there should be no further debate, The Shining's Overlook Hotel ghosts were real, and acting of their own accord.