This happened to me recently and it really freaked me out! It was around 3 in the morning and I just couldn't fall asleep. I had gone down to get a glass of water when I had the oddest feeling that someone was watching me. My whole family were upstairs in bed and I was the only one awake. I quickly went back to bed, jostling my cat who was asleep on it. I covered myself and shook a lot because the feeling was there again. Suddenly I felt a whoosh of air and then a little girl's voice, whispering "Hello!" into my ear.
I froze but kept telling myself I was imagining it. I looked over and saw that my cat's back was arched up and she was hissing furiously in my direction. I heard a little whimper and gasped when I felt the mattress dip beside me - as if someone had sat down.
I could feel something watching me intensely, I sat very still. Whenever I shifted I would hear a little girl whimpering. My cat continued to hiss and growl but I was too frozen in shock to stop her. After a while I fell asleep and when I woke up the next day, I remembered having a dream about a little girl. I had never seen this girl in my life. She was crying and kept repeating to me, "Please...don't leave me"