A bizarre, dream-like paralysis experienced when people wake from a deep sleep can cause some sufferers to believe they have seen a ghost or even to have been abducted by aliens, despite being otherwise mentally normal.
Via The James Randi Educational Foundation [1], “Why being abducted by aliens can seem so real [2]”
Don't let the rather dry article fool you—it can be downright scary when these things happen.
Years ago, this was possibly in 1993 or 1994, I had fallen asleep for a nap in the late afternoon. Around 7:00 or 7:30 pm in the evening I awoke, but couldn't move. I felt as if I had been drugged; I was mentally alert, but I could not move to save my life; I could barely get my eyes open and only with a huge effort on my part.
While this was going on, I could feel this … presence. It had unlocked the front door [3], made its way through the condo [4] towards my room [5]. I was struggling to move. Heck, I was struggling to get my eyes open!
It was a horrible feeling.
The presence made its way to the bedroom door and was in the process of going through it [6] when I was able to snap out of the paralysis, upon which the presence vanished.
I was quite shaken afterwards and didn't go back to sleep for quite some time as I was calming down from the incident.
A few weeks later I related the experience to a friend of mine and he was convinced that it was a malevolent spirit (I think he used the phrase “demon from Hell”) that attempted to possess me. I suppose it could have been worse—it could have been an attempted alien abduction.
[1] http://www.randi.org/jr/031403.html
[2] http://news.independent.co.uk/world/science_medical/story.jsp?story=379385
[3] http://www.conman.org/people/spc/writings/hypertext/condo/04.html
[4] http://www.conman.org/people/spc/writings/hypertext/condo/06.html
[5] http://www.conman.org/people/spc/writings/hypertext/condo/07.html
[6] http://www.conman.org/people/spc/writings/hypertext/condo/35.html