I'll start off by mentioning that I live near Johannesburg, South Africa, and that the experience below took place a few suburbs from where I currently stay.
In my late teen years I used to wake up every night (in the early hours of the morning - usually around 2 or 3am). I would often not be able to get back to sleep for a while. Upon waking, I sometimes would see a bluish-grey person standing or crouching over me. As I woke up fully, though, they would disappear or fade away. That is how I remember it.
Several years after this had been happening (as far as I can remember, at least), I spoke about it on separate occasions with a friend and my mom and they both claimed to have seen something like it. My mom described something almost exactly like what I had experienced (including not feeling afraid of them), but my friend only described something slightly similar, and I'll admit that that might have been something completely different altogether.
I wondered for a while if it had all been hallucinations, but after hearing my mom talk about it before I fully described it to her made me think otherwise (I'm sure it is relevant to mention that my mom and I were staying in the same flat at the time). Of course, there is still the possibility we were hallucinating or dreaming, but to me it felt incredibly real and I wondered how my mom could have been dreaming the same thing. Besides my friend and mother, anyone else I have spoken to about this hasn't experienced anything like this.
Another point is that, as far as I can recall, I was never afraid of them. They didn't seem threatening. I even remember waking up once with one of these people's faces right in front of my own, their large, seemingly dark eyes staring into mine. I remember feeling as though they were asking to be understood. To be blunt, I couldn't tell if it was male or female, so it might seem rude that I am referring to "them" or "it," but I really can't be sure.
This happened in a flat that I stayed in with my family. None of us live there anymore, and when I first spoke about it we were already living in another house. So I can't be sure if these experiences were specific to that flat or not.
This is something that I have wondered about for many years. I have spoken to a few people about this, and searched the internet, but this is something I never could quite find an answer to. Sometimes I wish I could see them again, even if only to find out who they were and why they were there.