Not sure which spirit you are talking about, so I will cover all of them.
Marley- Scrooge does not believe Marley is really there. He is fairly confrontational with Marley. "The truth is, that he tried to be smart, as a means of distracting his own attention, and keeping down his terror; for the spectre's voice disturbed the very marrow in his bones." He is surprised, but becomes a little calmer the longer they talk.
Ghost of Christmas Past-He was a little more mellow with the first of the three spirits. He tried very politely to decline going with the spirit, but he was not able to do so.
Scrooge reverently disclaimed all intention to offend or any knowledge of having willfully bonneted the Spirit at any period of his life. He then made bold to inquire what business brought him there.
"Your welfare," said the Ghost.
Scrooge expressed himself much obliged, but could not help thinking that a night of unbroken rest would have been more conducive to that end. The Spirit must have heard him thinking, for it said immediately:
"Your reclamation, then. Take heed."
Ghost of Christmas Present-Scrooge was awake and waiting for the spirit because he did not want to be taken by surprise and so, made nervous. He was ready to see something strange looking and would not have been surprised by just about anything. He was more timid and less confrontational this time. He was also ready to learn.
"Scrooge entered timidly, and hung his head before this Spirit. He was not the dogged Scrooge he had been; and though the Spirit's eyes were clear and kind, he did not like to meet them.
"I am the Ghost of Christmas Present," said the Spirit. "Look upon me."
Scrooge reverently did so...
"Spirit," said Scrooge submissively, "conduct me where you will. I went forth last night on compulsion, and I learnt a lesson which is working now. To-night, if you have aught to teach me, let me profit by it."
Ghost of Christmas Future- By the time that the third spirit came, Scrooge was almost eager to learn whatever the spirit had to teach him. However, he found the last spirit to be terrifying.
Although well used to ghostly company by this time, Scrooge feared the silent shape so much that his legs trembled beneath him, and he found that he could hardly stand when he prepared to follow it. The Spirit pauses a moment, as observing his condition, and giving him time to recover.
But Scrooge was all the worse for this. It thrilled him with a vague uncertain horror, to know that behind the dusky shroud there were ghostly eyes intently fixed upon him, while he, though he stretched his own to the utmost, could see nothing but a spectral hand and one great heap of black.
"Ghost of the Future!" he exclaimed, "I fear you more than any spectre I have seen. But as I know your purpose is to do me good, and as I hope to live to be another man from what I was, I am prepared to bear you company, and do it with a thankful heart. Will you not speak to me?"
It gave him no reply. The hand was pointed straight before them.
"Lead on," said Scrooge. "Lead on. The night is waning fast, and it is precious time to me, I know. Lead on, Spirit."