This happened ten or so years ago when I was about nine, in my family home in Wales.
I shared a room with my sister who is a year younger than me. The room has a large window on one wall which had a big table in front of it which we would use for drawing. We had a bunk bed that stood in the corner that spanned the wall to the right of the window.
On this particular night, my sister's friend was sleeping over. After going to bed we chatted away for a while as friends do, before being tired enough to sleep.
This is important for explaining how this unfolded; the bunkbed was a double on the bottom and a single on the top, and I would sleep on the top bunk facing the window. The two girls were on the bottom bunk facing the opposite direction so we could face each other. My sister's friend was on the outside so I could see her if I looked down to my left. After chatting for a while, we all went to sleep.
I woke up in the night, and first of all I had no idea why. Moonlight was spilling into the room as we had no curtains. I can't explain why, but without hearing or seeing anything I could tell that the girls were also awake, but with the overwhelming sense that we had to be still and silent.
I looked down to my left and sure enough I could see the moonlight glinting off my sister's friend's eyes. I could see that her eyes were fixed staring at something to their right which was my left. So without moving, I looked to what she was looking at.
On our drawing table was a crouching figure. Despite the glow of the moonlight spilling over the drawing table, I couldn't pick out any of this figure's features. Only that it was about our size, but crouching or perched on the table and looking out of the window.
We were all frozen in terror. Somehow, as often happens despite being terrified we all managed to eventually fall asleep.
In the morning we all got up together and came down for breakfast without saying a word to each other, because we all knew that we had collectively seen the same thing. As we started breakfast each of us were eager to discuss what had happened the night before, but for some reason none of us wanted to be the one to bring it up. My sister's friend finally broke the silence (being the most outgoing of us) with, "So you saw that thing last night." To which all three of us commenced in describing exactly how we saw it and our feelings about it.
We all tried in all the ways to debunk it in every way; maybe the cat came in- no the door was closed, and the figure was way bigger. Maybe there was something left on the table- but the table was cleared after we were done with it the previous day. Although I would feel much more comfortable with it having been the way the moonlight looked making an illusion, the three of us saw the same exact thing from three different angles. This also goes for my attempted debunk of children's active imagination, we hadn't spoken about anything creepy or even said anything after waking up in the night on seeing the figure.
Despite all of our continued attempts to debunk or explain it, to this day it's an experience that the three of us share and still occasionally talk about.