I fortunately haven't experienced this typically-scary weirdness in many years, but there was a time, mostly in college (so maybe lack of adequate sleep and stress figured into it), where it was a regular occurrence for me. I don't remember most of these instances; they were usually run-of-the-mill, 'hearing someone unknown approach' or 'someone unknown sitting on my bed' type experiences.
While living in my little efficiency apartment back when I still worked retail, I "awoke" to early daylight glowing in the closed blinds... And Mr. Lordi, lead singer for monster rock band Lordi, standing over the foot of my bed menacingly.
Or at least I think it was supposed to be menacing. To my mind, though, being a huge fan, it just felt comforting, like he was, in all his demi-demonic glory, standing guard over me in my sleep.
A guardian monster. Go figure.