I have been dealing with this spirit or something for around 8 years now. My parents never seem to notice but I do.
When I was ten I started hearing pots and pans in the kitchen banging around midnight every night. My parents even heard these sounds but put it off as a mouse. Then the noises stopped after about three months. I never heard anymore sounds for almost 6 years. I was a junior in high school and my parents were remodeling the house when the sounds started back up. I would hear footsteps down the hall at night toward my door. It would stop at my door and breathe very heavily for almost 20 minutes. After 3 months it stopped. My parents never heard this.
I am a college freshman now and live with my grandparents, who live close to the college I attend. Last night I was in my room up late doing homework and I heard that footsteps and breathing sound again. I tried to ignore it and continue my homework until it stopped. So I went to take a shower around 11:30pm. I had just stepped out of the shower and I heard the breathing outside of the bathroom door. I tried to ignore it but then the door knob started moving a little bit and then just stopped. Scared to death, I opened the bathroom door and ran to my room and I heard that same laugh again! My grandparents act like they heard nothing because I don't think they did.
I also feel like I'm being watched at times and my room becomes very cold. I also smell a horrible smell sometimes in my room when I first get back from school/work and it usually goes away after 20 minutes.
Could this spirit be attached to me somehow?
As far as that "horrible smell" goes. That doesn't sound too good. Usually something like that is associated with a negative entity. I would honestly nip in the bud now. Before it gets any more out of hand.
The things that it is doing does sound like taunting to me, or that it does get a kick out of scaring you. Put your foot down and make sure that you don't act frightened even if you may be. Never give it what it wants. I would seek spiritual help on this if ignoring it doesn't work. Some spirits are known to basicly throw temper tantrums when not getting the attention that they are seeking. But over a bit of time they get the hint and go away.