I have several stories, and I've never been just terrified of any of my personal occurrences EXCEPT for this one.
*Explanation of the house set-up for later: you walk in the front door into the living room, you go left and there is her bedroom, a bathroom, and her brother's bedroom. You go right and into a dining area with the kitchen to the right of the dining area and then her parents' bedroom. A small hallway then a door that lead to the garage (it was a fairly small house).
Anyway, I was 15 or 16 and my best friend (let's call her Anna) and I had decided I was going to stay over at her house that Friday and go home with her after school, the usual weekend plans for us. The weekends were usually flip flopped. Her house one weekend, mine the next.
We had stayed up until around midnight watching movies, talking, laughing, and just having a good time. Anna and I head to bed and we were both tired so we passed out almost as soon as we laid down. About 3am, someone or something was pounding on her bedroom window. The headboard of her bed was on the same wall, right next to the window and I was sleeping closest to the window. As I started to wake up, the pounding sort of came into my dream so I thought I was just dreaming.
Her dad is a bit of a prankster so I'm thinking it's just her dad trying to scare us. I stirred a little and Anna asked me, still half asleep, "What is that?! Is it coming from the closet?" I said, "No, someone is beating on the window." At that point we had jolted out of bed and into the living room. She went straight to her parents' room and I checked the front door in the living room and it is locked. I checked the back door, locked. She came back in the living room and said her parents were sound asleep and her dad said it wasn't him.
Anna's dad has sleep apnea, a condition where he stops breathing in his sleep so he has to wear a mask when he sleeps that's hooked up to some sort of machine. He still had his mask on and the machine running when she went to their bedroom, so there is no way he could've made it to her window, back inside through the garage and the door going out to the garage, and back in bed with his machine hooked up by the time Anna made it to their bedroom. The garage was closed and every door in the house was locked. The house next to them was vacant, and the nearest occupied house was at least 200 yards away. We stayed at my house from then on.
Like I stated before, the house was fairly small so it took no time to make it to their bedroom. We remained friends throughout the years and I thought about that night one day and asked Anna if her dad had ever told her if he was the one pounding on the window that night. She said no and reiterated the fact that he couldn't have made it outside and back in bed that fast and so we left it at that. That experience will forever be burned into my memory.