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Traditionally, Japanese girls bring their Hina dolls out of the cupboard to put on display for the annual 3 March hinamatsuri. As soon as that festival passes, the dolls should be promptly returned to their storage space until the next year. Failure to do so brings bad luck to the girl.
One oft-quoted reason is that tardy tidying means the girl is lazy. That takes her longer to find a (non-chauvinistic) husband who doesn't mind an unkempt home.
A deeper reason is the ancient superstition that bad spirits enter dolls. The practice of displaying dolls began after the young princess Meisho succeeded to the throne in 1629. In that era, a reigning empress was not allowed to marry, so Meisho's mother arranged for a doll to be displayed in wedding attire. The intention was for Meisho to love it and be happy that at least her doll was getting married.
Meisho kept the doll with her all the time; never put it away, and never married.
It is also believed that Hina dolls protect girls from bad luck. The dolls reciprocate the love they receive by allowing their owner's bad feelings and spirits to enter the doll. It's always advisable to make sure those bad spirits stay in the doll, and therefore be locked in the cupboard.
In Mochigase, a district of Tottori City, there's a custom from the Edo period for floating paper dolls down the Sendai River to the Sea of Japan. That's a nice way for Mochigase residents to banish their bad spirits, but unlikely that people living on the coast welcome their arrival!
Possessed dolls are mentioned also in the superstition of photographic possession. Such superstitions aren't restricted to hina dolls, and not restricted to Japan.
For example, Mexico's Isla de las Muñecas, 'Robert the Doll' in Key West (Florida, USA), vodou dolls in Haiti, doppelgängers in Germany, mannequins in Italy, anitos in Philippines, bonecas in Brazil, motanka dolls in Russia, and animated dolls such as puppets and those used by ventriloquists worldwide.
Why do people believe that dolls can be possessed? The answer is really very simple.
From a very early age, children are drawn to "pretend" play, acting out what they experience and what they see adults experience. They can cuddle and kiss their teddy bears and dolls, and find comfort in sleeping with them. Children also like playing with building blocks, drawing pictures and playing games, but the lifelike dolls are on a different level. They can use dolls for communicating their emotions.
Such conditioning so early in our life, programs something in our brains which can stay with us into adulthood. Even when we know that a doll is nothing but an object made of plastic or some other material, our brains are still wired in believing that they're more than that. Therefore, having a genuine belief that a doll is possessed, and even finding evidence to support that belief, is quite easy to understand.