Sorry to burst anyone's bubble, but I think you really should think twice about believing these things are really coming from Michael Jackson. Now I know not all of you are Catholic or Christian (there are many beliefs represented here), but here is a handy guide from the Catholic point of view about dealing with these kind of things:
http://www.catholicapologetics.info/catholicteaching/privaterevelation/apparitions.htm
It turns out that the devil and his angels are the greatest MJ impersonators ever, and can use their superior knowledge and trickery to fool anyone. In case you were fooled by something, here's what St. Augustine says:
60. It is more important to be able to discern and tell when Satan transforms himself as an angel of light, lest by this deception he should seduce us into harmful acts. For, when he deceives the corporeal senses, and does not thereby turn the mind from that true and right judgment by which one leads the life of faith, there is no danger to religion. Or if, feigning himself to be good, he does or says things that would fit the character of the good angels, even if then we believe him good, the error is neither dangerous nor fatal to the Christian faith. But when, by these alien wiles, he begins to lead us into his own ways, then great vigilance is required to recognize him and not follow after. But how few men are there who are able to avoid his deadly stratagems, unless God guides and preserves them! Yet the very difficulty of this business is useful in this respect: it shows that no man should rest his hopes in himself, nor one man in another, but all who are God’s should cast their hopes on him. And that this latter is obviously the best course for us no pious man would deny.
So it seems that it's not necessarily a sin to encounter or be fooled by it unless you intentionally went out to consult spirits or mediums, etc., having understood this.
It doesn't mean everything in your dreams is a lie. The devil knows what really happened when Michael died, and all the basic facts and secrets of his life. The devil may have revealed some of this hidden knowledge (in Latin, "occultus"), or he could lie.
It doesn't mean you can't hope that Michael is in heaven. Even though you can't be sure, lots of psalms suggest he'll be rewarded greatly. Wisdom 5, Psalm 37. It's just that you really don't "need" to know. Ask any widow who ever lived; people deal with such painful things every day. But blessed are they who mourn. Psalm 69 is awesome for anyone who still misses MJ. God gives us these tools to help us get through life.
It doesn't mean that I know for sure that it wasn't really Michael, for anything is possible with God. It's just the Catholic Church, the folks who have been studying these things for millennia, says it probably wasn't him.
Also, demonic possession like in the movies is a completely different thing which you can look up. Everyday people have been fighting our battles with the devil all throughout history, and these battles are for making us stronger.
I feel it's important to say what I feel about this, and you can ignore me if you don't like it. Now, God alone deserves first place, but, knowing the audience here, can you imagine what a tragedy it would be if Michael was waiting to greet you in Heaven but you missed the mark because this drew you away? Think about it. I promise you, with the power of just a little bit of additional self-denial and charity/L.O.V.E. (deny yourself and take up your cross), God will set you on the path to all the hope and consolations you need.
Just My Opinion…
P.S. For what it's worth (sorry about the dubious source)…
http://community.beliefnet.com/salcia/blog/2009/07/26/michael_jacksons_miracle_a_sick_fan__cured
Just to point out, the linked article is 100% tabloid garbage, not true. It is, however, the kind of miracle we ought to be looking for.