Spook is from the german "spuking" which means haunting. Its use in this context comes from the german philosopher Max Stirner who is infamous for the memes where X is declared to be a spook.

Understanding what exactly spooks are is somewhat challenging, and plenty of people get the wrong ubderstanding about what is meany by spooks. But at least in the meme way of using the word, a spook is anything you think is a fairy tale, or nonsense that you don't care about.