A Haunting We Will Go (1939)

The introduction of Lantz's little black-boy character, L'il Eight Ball, finds him going to bed in his small cabin and being visited by a baby ghost. He avers he is not afraid, and his isn't, so the little ghost transports him to a haunted mill where the adult ghosts hang out. They run the little hero through all the standard ghost tests and, while he is shaken, he still will not admit to being scared.