I'm a newly minted member to this site; all in all, I've found a lot of the experiences told here to be entertaining, scary, and even a bit funny (in some cases, not all).
This is my experience. (And I have to preface it by saying that I'm NOT a believer in the supernatural, even after what happened to me.) My wife and I had just purchased a new house out in the desert of Arizona. A nice little two-bedroom-one-bath no frills kind of house. We turned our extra room into a "guest" bedroom, and it's where I would go on a regular basis if my insomnia kicked in, so as not to disturb my wife.
I was having a hard time sleeping one night, and decided to usher myself to the guest bedroom. The bed in this room is horizontal to the door, and the door to the guest room enters a hallway to our main bedroom. When lying on the bed in the guest room, one can see right down the small hallway to the bedroom door. So, I tip-toed out of the bedroom, my wife softly snoring away, and crawled into the guest bedroom bed.
I lay there for an hour or so, somewhere between the darkness of dreaming, when I thought I heard my wife get up. I opened one eye and looked at the door. There was someone standing in the doorway. I thought, for a brief moment, that it was my wife coming in to check on me. But, the person standing there was shorter, and as my eyes adjusted to the darkness, I started to pick up details. It was a woman, wearing a long, white, flat unadorned gown, and a thin white veil over her head. The figure was looking down at the ground, and shifting from foot to foot, swaying left to right.
I was stunned. The first thought that crossed my mind was, "... Ah, lovely. A crazy person has broken into my house and is now scaring seven shades of s#!t out of me..." I began to get out of bed, about to ask this person how they were able to get into our house, when suddenly; this woman lifted her head and arms, and ran at me full charge!
This is where my story gets a little choppy. I remember the woman's face; her mouth opened in an expression of screaming, her empty eye sockets, and her skin like grey beef jerky. (That's really the only way I can compare it...) I yelled, and then blacked out. When I awoke, I was running down the street, away from our house, in my bare feet and shorts. Half dressed, in the cold and dark, a walked two blocks back to our house, my heart beating in my chest like a jackhammer. The front door was opened a bit when I made it back. I pushed it open slowly, ready to punch or kick anything that came near me... And when I stuck my head in, everything was quiet. I slowly walked in, making sure to double-lock the door behind me. I flipped all the lights on, and searched the house. Nothing.
I checked on my wife. She was still sound asleep! Even after all my yelling and bolting out the door, she was out like a light! So, needless to say... I didn't go back to sleep that night. As a matter of fact, I took the bed out of that room the very next day. Also, I never told my wife what had occurred that night.
What I think happened, maybe, is that in between the spaces of the darkness of dreaming, my mind decided to play a cruel trick on me.
Or, maybe not. Who knows?