Because we are the spooky type, we, most of all, should be prepared to tell a chilling ghost story. But it's not as easy as you think. I have several true-for-me ghost stories I like to tell, but I've never given much thought to the delivery. I usually just tell the tale as I remember it. Since I've also usually had a few drinks by that point, the delivery can be- let's just say- messy.
This summer, I'm going to work on my ghost story. I plan to perfect it so that it's ready to tell at the first spark of flame. Worried that you don't have your own ghost story? Relax. Just find a story that you like and re-tell it in your own words.
If you need a little help getting started, I recommend a very short article at witf.org called Conjuring Creepy Elements: A Recipe for the Perfect Ghost Story to get you started.
You might also want to listen to people tell their own ghost stories. You may learn what not to do as well as how to do it well. For this I recommend a podcast by Jim Harold "The Paranormal Podcast Guy Since 2005" called Campfire (free on iTunes.) At Campfire, people call in and tell their own true ghost stories. Even if you don't have a bonfire, you can sit around a candle and listen to their stories on a hot summer night when you can't sleep. Don't forget the S'mores.