There is a lake not far from where I lived when I was little called Lake Fort Phantom. It sounds like a cheesy title of a ghost movie, but it's a real place. Google it. It has a Wikipedia page. Fort Phantom was used during the Civil War and was abandoned in the early 1900s. Over the past century, countless stories have come from there, and some of them big enough to end up on the local news. Skeptics think that people's imaginations get the better of them because the place looks creepy.
I was really little, maybe 4 or 5. We went there all the time when I was little, but this specific time, I saw something. One night, after a day at the lake, my mom, dad, and I were driving behind the lake taking a short cut home. I was supposed to be wearing my seat belt, but back then I didn't like to. I was on my knees in my seat facing back, watching the dirt road in the red light of the rear lights. Suddenly, in the distance, I saw movement.
It looked like a massive bird. But it changed into other shapes. The whole time we were driving behind the lake that night, it followed us, constantly changing shape. No one else saw it, but I know what I saw. I can see it now as clearly as I did back then. This one may be more of a UFO story than a ghost story, because I can't ever figure out what that was. But because all the stories from the lake were ghost stories, I guess it may have been that.
There was one night, when I was five, where I witnessed something I still can't understand. I couldn't sleep, and I was looking at my bedroom door. I saw a figure standing there, and it slid between the wall and the fridge, which was next to my door and in clear sight from where I was laying. Then there were two figures, and they pulled out the fridge a few feet, and pushed it back. A few minutes later, my dad came running into the kitchen and asked me what that noise was (so I know I didn't dream this), and I said I didn't know.
Those are the two biggest experiences from my childhood. I'll post more here in a bit. I experienced more as I grew older.