Hello G., welcome to Using English!
A "spook" is a ghost. Ghosts tend to disturb our composure: thus when something is "spooky", it unnerves us.
A ruined building or an old castle or a figure in the mist can be "spooky"; but so can an abstraction, such as a surprising coincidence.
"Spookily" is the adverb from "spooky": "in a spooky way".
"Spooky" is often used in a jocular way.
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