I think that Scrooge finds the ghosts' devastating to him because their presence reveals so much in clear and tangible pain in his being. Scrooge had been a man who operated in the realm of what is and what can be quantified. The normal appeals to the sensibility within him fell on deaf ears because they could not be quantified. Yet, when he sees what the ghosts' present to him it helps to scare him because what is seen is so tangible. He visibly sees individuals happy without him. He can see the happiness of his former girlfriend. He can clearly witness his own doom and his own isolation. Scrooge ends up realizing in brutally stark terms the logical extension of his own action. This quantification of this is what drives him to believe that what he is doing is something that must change. It is this forceful confrontation with reality as an element in which he fully grasps the implications of his actions. He understands that what he is doing in his life must change. It is for this reason that the presence of the ghosts has such a profound impact on him and compel him to change.
Which ghost are you asking about? There are 4 ghosts; Marley's and the ghosts of christmas past, present and future.