You could say that my very first paranormal experience was when while I was still a baby... Inside my mother's womb.
Mom and Dad had been married for only a year when my Mom's father -- the grandfather I never got to know -- had a heart attack and died on the spot.
Since Mom was the eldest child and the first one to get married, my grandfather had been looking forward to seeing his grandkids, but never had the chance. He'd already been dead a few months when my Mom finally got pregnant with her first child, which turned out to be me.
Mom says I was about 7 months old in her womb when she woke up suddenly one night. She didn't know what time it was, and was about to go back to sleep when she noticed something strange about the bedroom wall right in front of her.
At first she thought she was looking at smoke, and wondered if there was a fire. But she didn't smell any fire, and pretty soon from out of the smoke she saw the figure of her recently-deceased father, walking as if coming from a long way off. Within a few moments he was in front of her, in their room, standing at the foot of their bed (my Dad was sleeping soundly right next to her).
Grandfather was breathing heavily -- as if he'd really traveled from a far off place -- and Mom said he looked exactly the way he did when he was still alive. My grandfather never said anything. He simply stood there, smiled at her, and smiled at her womb and the grandchild she was carrying (me). After a few more moments, he slowly disappeared.
My mom says she never felt any fear all throughout the experience... And never had any visits from her father ever again.