I just remember I've felt a cold sudden chill through my whole body once while I was almost asleep. Seriously it felt like something entered my body.
The strange thing was that I thought things would go downhill from that moment (I believed in ghosts, spririts, etc)... And things really did go downhill.
So at first I thought it was psychosomatic, you know, that I got sad because I thought I would get sad, I got headaches because I "wanted" to have headaches etc.
Then I remember another time, this happened a couple of nights in a row - It sounded as if someone was in my room flipping the pages of a book. I just blamed it on my hamsters, they make alot of noise. It was really scary though, trust me.