I've had all kinds of weird experiences. Lights turning on when I know I left them off. Things being thrown off of shelves. Toys normally triggered by a button talking and lighting up when they hadn't been activated.
Once when I was around ten I went to the bathroom at around 5 in the morning. The shower curtain was closed so I couldn't see what was inside. As I was standing up it violently shook and I heard a growl. Everyone in my house was asleep at the time.
Then there were all the times I would see something moving out of the corner of my eye. One time I was in our pitch black crawlspace (alone) with only the light of my flashlight to try and find whatever I was looking for and I distinctly heard a man say "hello". The voice didn't belong to anyone I knew. Another time I was dozing off to sleep and everyone else was already tucked in bed. I heard an elderly woman say "hey" and once again the voice didn't belong to anyone in my house.
I remember a little girl broke her arm on the swings near my old house when entire bar that the swings were suspended from fell. That bar had supported five teenage boys fine without so much as a creak but a little eighty-pound girl broke it? Other weird things went on in that neighborhood and that house.
On one rainy day, Friday the 13th earlier this year actually, someone rang my door bell. I looked outside and no one was there. Nothing on the stoop. No delivery vans nearby. It's a new house with no issues so far. What made this so weird? It was raining, so the ground was wet and there was a puddle right in front of the stair. You can't reach the door bell without stepping on the stoop so there should have been footprints, and yet, there weren't any.
As far as serious damage I haven't received any physical problems. My damage mainly just goes as far as mental trauma. I tend to be paranoid a lot of the time because even if nothing is happening I sometimes get a feeling that there is someone there with me.
I know someone who has had an experience with (what I believe to be) a succubus, though. That's far more interesting then just my mundane little encounters.
It obviously depends on both the personal power of the spirit in question and the victim.
Obviously, some of the experiences with higher-ups I would prefer to leave obscure, though sometimes horror movies aren't exaggerations.
Entities may work directly(as in affecting physical things, with poltergeist activity, and the likes) which is fairly rare because it always takes enough of a connection to this plane and enough power to do this.
They may work indirectly(as in, by altering circumstances to undo your life) which is obviously more common. Coincidences, accidents, slip-ups, and the likes.
Of course, the middle ground here would beby affecting mentally, either covertly or explicitly. Explicitly would be you being aware that something is wrong, like if they were to hijack your dream. Covertly would be if you're unaware of something being wrong, like them changing your mood to suicidal depression, or something like that.
There are of course ways for negative spirits to act beyond these, and in extremes,but very very few of the ''trickster'' wandering spirits that mess around with people at random would be strong enough to do many of the more extreme things with these.
However, you may also experience the negative consequences of some negative pattern moving like the plague, a war being fought on the astral plane, being drained by a person, or somehting really powerful for specific goals...it really depends on the situation.
Sometimes simple defenses work. Sometimes, they don't. Sometikmes you're strong, sometimes you're not. It really depends on the experience.