Spirits Playing With My Grandson?

It all started a couple of months ago. I was awoken by the sound of my grandsons' music box playing rather loudly. Of course, being the light sleeper in my old age, I sprang to my feet and rushed to his room. He was fast asleep and no where near his music box. I thought it was odd since he was at one end of his crib and the box was at the other end. I just let it go and didn't think anything of it. It has happened four times. The past two times that this event has happened, it has woke him up screaming and crying. Since we live in his great great grandparents house, I'm thinking that perhaps they are talking to him, or playing with him or something.

However this past weekend the event was different. While I went outside to smoke, I noticed the smoke stayed in one place for 30 seconds or so. It kind of freaked me out, since the location was just outside my grandson's window. I asked if my brother Sid was there. My brother passed away four months ago. The next thing I knew I felt a freezing cold spot shoot through my shoulder. I stood there, trying to rationalize what it could have been. I blew more smoke out but whatever was there was now gone.

After pulling myself together, I went inside and continued my usual routine. I did not say anything to my boyfriend or my daughter as I just didn't want to sound crazy. A few minutes later, the grandson wakes up screaming and crying, totally freaking out. The weird thing was that he actually was still asleep and not awake. I have had other occasions with ghost happenings, but this one has me shaking in my bones. I don't know if the occurrences are connected or just my imagination. I don't know if they are good spirits or bad spirits. I'm just going to wait for the next one and see what happens.