This story is not particularly scary as the spirit is a loved one, but it is interesting I believe.
About a year and a half ago, my beloved pet rabbit died. He was my baby, never in a cage, and usually either wanting to cuddle with me or play with me. He had a very sweet personality, sometimes immediately warming up to people, sometimes never. People were surprised that a rabbit could be so intelligent and loving, but we had a very strong connection and bond.
Anyway, since he died I have had many dreams about him, even a few lucid dreams. Last night, I had two -- the first was horrible. I was unable to take care of him for some reason. He was stuck in a tiny cage, not adequately fed, and starting to get sick. It reminded of the feeling I had when he died, that I could not save him, watching him suffer... He died of a skin infection, misdiagnosed by the vet twice because he had no obvious cuts and the symptoms resembled other problems common in rabbits. By the time they figured it out, it was too late.
I woke up, disturbed, and thankful that he had left the earth and was not experiencing what he was in my dream!
After I fell back asleep, I dreamed that I had been able to save him. We were playing, he was happy to run after his confinement in a tiny cage! We snuggled just like old times. When I woke from this dream, I was happy, wondering if it was a message from him. The tiny cage being his earthly body, now his spirit is free and happy.
I had thought that my dreams of him may have been him coming back to visit me, his mommy, but could never be sure. Until I picked up his rock, a beautiful calcite geode that I showed him one day, that he latched onto. He immediately nuzzled it and rolled it ten feet into his corner, always rolling it back if I moved it. I kept it after he died. Anyway, I looked at it today, and I noticed black and white fur, very soft, next to it on my bedside table.
There is no way it could be there from old times, I have moved three times since and only got the table recently. I have no animals now, and the fur was not there last night. I know it's possible it came from another source, but it looks and feels exactly like his.