I am originally from The Dominican Republic. When I was 10 years old, I was spending the night at my grandmother's place. My cousin and I were each sleeping on a couch in the living room.
I woke up in the middle of the night, it must have been around 2-3 am in the morning, feeling that somebody was watching me. Sure enough, I opened my eyes, and saw this lady sitting at the dining room table, very old looking (my Great-Grandmother was 101-years-old), with her white-silverish hair up, and she was just staring at me.
My great-Grandmother lived in a different town from my grandma, about 500 miles away, I had only seen her once in my life, and she was not visiting at the time, so I knew that lady was not spending the night, too.
Her face showed no emotion, she was just sitting here, staring at me, resting her face in her hands. She did not smile or seemed mad or anything, maybe a little sad... I was not afraid, but I thought that was strange... Someone sitting there around that time and did not speak or anything.
As soon as I woke up, around 8 am, I asked my sister and my aunt who that lady was. They said "What lady? Who are you talking about?"
Then at that moment, the phone rang, and when they answered it. It was to let them know that our Great-Grandmother, Catalina, had passed away in her sleep, in the middle of the night.
After that, I have had lots of episodes happening to me... Things that I have heard from other people, things that I have heard myself... Strange things, but never bad.
She probably came to say goodbye when her soul was wandering before going to where she was supposed to be...