This happened when I lived in my old house with my parents. I was lying in bed being lazy, sometime late in the morning. I had been woken up rather recently by my mom saying she was going to work/in town, but it had been long enough were I wasn't sleepy or on the edge-of-sleep by any possibility.
About 15 minutes to half an hour or so after my mom leaves, I hear this scratching at the window. I thought maybe at first my mom had locked herself out, since normally everyone in my family would go to the window and make noise until someone hears us if we knew someone else was home. But when I looked at the window and I just got this horrible, crippling, breath shortening and cold sense of fear. There was nothing really there per se, though there is always a slight shadow of a person associated with the event in my mind. Whatever it was just kept scratching at the window...long, slow, deliberate scratches. Like it wanted IN.
I'm not sure if I called out "Mom?" or not... I remember it feeling like I did, but I think it only happened in my brain and I was too scared to form the actual words/noise. I know it wasn't a bird or something else because birds flutter and peck and hap-hazardously tap... They don't scratch in long, slow strokes like a person dragging their finger down something.
And I knew it wasn't a real person I knew wanting to be let in, since they would say something and/or knock as well. Being of little more faith than a feeling of wanting to be included (I had never read the Bible and didn't know much beyond a minced version of The Lord Is My Shepard and the Jesus Loves Me song], I started out trying to recite the first, but eventually gave in to a shaky and quiet repetition of "Jesus loves me this I know" while the noise continued and I lay there frozen. I don't remember how long it really lasted, probably only a few minutes, but it felt like upwards of half an hour.
It finally went away, and my mom arrived home shortly after (she came back for something or lunch, I don't remember what). Just for good measure I asked her if she was at the window by any chance, but of course she said no. I know my mom wouldn't be one to pull a prank on me like that. She knows I'd take it seriously and she believes in paranormal things just as I do. I don't know how to accurately describe the level of fear... Nothing much really happened, but it filled me with enough dread I wanted to cry.
It's the kind of scared that just washes over you like cold water, and it's hard to breath or do anything. I was afraid enough I didn't even bring the covers up around me. I just felt like I needed to recite something to keep it at bay then and there and that was all I could do, was let those words tumble out over and over. Somehow the fact that it was a sunny day with the light shining so brightly through my window made it all the worse... That stuff is only supposed to bother you at night, when it's dark and late. Of course it was made worse too because I KNEW I was home alone. And I think it knew it, too.
I also got the feeling, though it was less strong than the feeling of wanting to come in, that it enjoyed how scared it made me, that it liked taunting me through the glass. It may not be much, but this is the worst "paranormal" experience I've ever had.
I had screens in, old wire ones, because we didn't have AC... So whatever it was, was not making a squeaking or creaking noise like fingers on glass. It was making a running-your-finger-and-nail-down-wire-mesh type noise. There was no breeze nor any sticks/hard plants near my window to cause a scratching noise.
It was in a rhythmic fashion... As if someone was placing their finger, tracing down, pausing and lifting, placing it at the top again, repeating. And I think I covered the animal possibility already.