This happened to me when I was much younger and has been recounted back to me by family members who were present at the time.
For some general background my Grandparents lived in a prewar two story house in Birmingham. My mom and I would stop at my grandparents house for the weekend, with my mom and I sharing a room.
The story goes that on the night, I was put to bed as usual and left to sleep whilst everyone continued watching telly downstairs. At some point I was heard having a one sided conversation. Everyone who should have been in the house at the time was fully accounted for, so my mom ventured upstairs to find out what I was up to.
My conversation, still one sided to my moms ears, continued until she opened the bedroom door and turned the light on finding me stood in my bed looking across the room facing towards the window with my back towards the door.
I should say at this point the bedroom was at the back of the house and the window over looked my grand parents' back garden. The garden ran up to the bottom of an embankment which had a train line running across it.
Slightly annoyed that I wasn't going to sleep my mom asked what I was doing. To which I replied.
"I'm only talking to the old lady."
I was asked "what old lady?"
I have been told that after giving my mom a confused look I described in detail the person whom I'd been having a conversation with.
It would be later after my mom had returned to the living room where she would repeat my description that my Nan would reply. "That sounds like my mom." My Great-Nan had died before I was born and I had never seen a photo of her. Come to think of it I don't think any photos of her exist.
A few years after my sister was born we stayed at my grandparents' again, with my mom and sister sharing said room. The next day my mom explained that during the night she was woken up by my sister saying, "Mom, what are you doing other there?" She looked up to see my sister sat up in bed looking over towards the same window I had been looking at. The next morning my sister would go on to describe the exact same person I had years earlier.
We believe that what my sister and I both saw was our Great-Nan paying us a visit.