what is "the argument" of Jesus in Luke 24:39? Luke 24:39 Look at my hands. Look at my feet. You can see that
  it's really me. Touch me and make sure that I am not a ghost,
  because ghosts don't have bodies, as you see that I do."


I'm in the middle of a discussion with one of a Sola Scriptura church member.
He said that the word "ghost" there means "demon/satan" not "ghost of a dead man".

I ask him why ? 
He said it is because the Bible say "there's no such thing as ghost of a dead man". (Hebrews 9:27). So, any kind of an appearance (seen by human) which cannot be touch, then it's certainly the demon in disguise as someone thought ever live on earth by the living, he continued.

If I directly put that "demon" word in a verse, it becomes like this :


  Luke 24:39 Look at my hands. Look at my feet. You can see that
  it's really me. Touch me and make sure that I am not a demon,
  because demons don't have bodies, as you see that I do."


To me, logically the argument will be something like this :
Because you can touch me - then I'm not a demon (in disguise)
If I'm a demon (in disguise) - then you can not touch me.

He said yes, the argument is like above.

For another reference,


  Luke 24:37 They were startled and frightened, thinking they saw a
  ghost.


Assuming that the meaning of the word "ghost" in the verse above is the ghost of a dead man, then to me the conclusion is : on what they saw, they thought it's the ghost of Jesus.

change to "demon" :


  They were startled and frightened, thinking they saw a demon.


Then (following on what the member of the SS Church said) my conclusion is : on what they saw, they thought it's a demon in disguise as Jesus.

The question :
Is there any reference from Sola Scriptura Church's father (for example, Martin Luther) on what this Sola Scriptura Church member said ?
The Greek word translated as “ghost” in Luke 24:37 and 39 is ‘pneuma’.  This word can mean many different things, such as wind, air in motion, breath, spirit, a spiritual being, a bodiless spirit or specter, or a foul spirit.  According to my William D. Mounce Greek Interlinear, the meaning of this word in Luke 24:27 and 39 is “a bodiless spirit, or specter.”

If Jesus wanted to say that he was not a demon, then the Greek word ‘daimonion’ would have been used.  This word is used in Luke 11:14 when Jesus was driving out an evil demon and in Matthew 8:31 the Greek word is 'daimon’ which means a malignant demon or an evil angel.

Jesus was not trying to reassure his disciples that he was not a demon, presenting himself as a human.  Jesus was showing his disciples that he was made of flesh and bones, a body that bore the marks of his crucifixion, evidence that his body had been physically resurrected.  Jesus’ purpose was to reassure his disciples that he was not a disembodied spirit.  At His incarnation Jesus took on human flesh, and at His resurrection His body was glorified—although He retained the scars.


  “Then he said to Thomas, “Put your finger here, and see my hands; and put out your hand, and place it in my side. Do not disbelieve, but believe.” (John 20:27).


I regret I am unfamiliar with the Sola Scriptura Church and what it teaches and so I can’t comment on that.  

Edit: In response to your comments, if "ghost" means “spirit beings,” then yes, they exist. If "ghost" means “spirits of people who have died,” then no, they do not come back to earth and appear to people. The Bible makes it abundantly clear that there are spirit beings, both good and evil. But the Bible negates the idea that the spirits of deceased human beings can remain on earth and appear to the living.