Most my OC's wouldn't, so I'll cover the ones that will, as well as why:

-John's one who frequently ventures out to places that have many a rumor. He sees himself as a sort of vigilante who's responsible for his city so that he can keep it safe for his little brother. He wouldn't care if it was haunted or not, he'd go there to make sure that it is what people say it is.

-Furi is a walking adventure basically. She's unhinged, illogical, near insane. She does whatever she thinks will be fun, which could be anything. Being evil for the day, being good for the day, going to a soup kitchen and working for the day. If she thinks going on an adventure will be fun, then she will go on an adventure, regardless of the dangers and risks. She did tussle with Sonic and gang on occasion, she's not afraid

-Ribbon would wholeheartedly, but cautiously, go on adventures. She grew up incredibly sheltered within an Eggbase, as such almost everything in the world is an exciting/terrifying new experience for her, and as such if she hears a place is haunted, or is offering an adventure, you'll be hard pressed to find her turning it down.

-Absentia is curious by nature. With severe amnesia and a kind of faulty state of mind, she's incredibly inquisitive. She'll go on an adventure not for the sake of it, but rather for the sake of finding out what the adventure is. If she hears a place is haunted, she won't go because it's haunted, she'll go to figure out what 'haunted' means.

-Gears would go on an adventure so long as she's allowed to test out some new gadget or device of hers, or gather research for whatever project is relevant to it at the time. With her being wanted by G.U.N and Eggman, she has to be very, very careful when venturing out so that she isn't spotted and hunted down.

Every other OC of mine is either too busy with a job/profession to go adventuring, or just aren't interested in adventuring. Again, I base my OC's to be more grounded, not everyone will want to go out of their way to do something possibly dangerous or very time consuming