It's like when you walk into an abandoned house and start hearing noises. You remember all the horror movie's you've watched, automatically put two and two together, and come to the conclusion that the noises are because of a ghost. Your sub-conscious is evil XD
I've only had dreams and stuff, but 2 nights ago the most paranoid thing happened. It was like 2:30am and I was about to go to bed, when I had this feeling like there was a spider or bug in my room. Naturally, I got the torch and looked for the mo-fo, but I didn't find anything. I ended up getting into bed and was listening to my ipod when I felt something crawling on me. I grabbed it, threw it at the wall and turned on the lights to discover the BIGGEST freaking cockroach you've EVER frigging seen. I killed it and went to sleep
.. But yeah, freaky.
@Bubbles, yeah I've had weird dreams as well, but like Multi, mostly those types of things only happen when I'm tired and about to go to sleep (like the other night).
OH!! I bet everyone has had the feeling that they're being watched?? I hate that, it freaks me out and I look like a psycho while I look around randomly for the creep XD