This happened to me quite long ago, when I was around 5. I was living with my mum and dad at the time in a nice flat in Paisley, Scotland. We lived on the top floor and the house was fairly big.
The first thing that happened was when I was being put to bed by my parents. I was in the bed and they were standing at the door. As they were saying goodnight I noticed a small boy standing between them. He was pale and was wearing white, I can't remember exactly what but it was probably a shirt and some pyjama trousers. He was standing there and looking at me, not doing anything. For some reason I got the feeling like he was my friend, someone I had knew before even though I had never met him. I smiled at him and he just disappeared. I asked my parents "Where did the boy go?" But they explained there was no one in the house.
The second event happened a few months after the first. I usually played on the stairs outside our flat with some My Little Pony figures on my own, since the other children at that street were mean and it was a rather quiet street. But a man had started to appear. I would never hear or see him coming, he always just ended up standing at the top of the stairs, not far from me. He appeared so often I started to call him "The Man With The Bandage" because of a bandage wrapped around his head. All he ever did was stare at me for a few moments then turn and fall down the stairs. He would make a loud grunting noise when he fell, as if he had hit the bottom but when I looked down there was never anyone there.
Weeks after the Man With The Bandage appeared I was in bed, asleep. I woke up to hear my mum shouting me loudly, over and over again. When she stopped there was absolute silence for quite a while, which was weird considering there would be at least one car driving by every now and again. She then came into my room asking why I was shouting. I told her I wasn't shouting, she was shouting me. She told me she hadn't said a word. After she said that a feeling came over me, much like pins and needles, all over my whole body. For no reason I said "It must have been the Man With The Bandage". I wasn't thinking of him at all at that time so I don't know what made me say that but when I did there was an extremely loud screech, one that sounded deep like the man when he fell down the stairs, and a smash. My mum was obviously panicking and told me to lie down and not come out my room.
When I woke up the next morning I found out something had smashed the two windows in my parents' room, the ones that looked out onto the apartment's stairwell. My mum went to the janitor at the time and they looked at the camera tape for that floor (there was four floors and each floor had one camera).
A few years ago my mum finally showed me the tape. The tape had caught the loud noise and a large, thick shadow, about the same height as the Man With The Bandage. After the loud screech the shadow sprinted towards the window and the window exploded.
Not much happened in the house after that and I never saw The Man With The Bandage again. But it's still chilling to think of what happened.