This happened to me two years back. I was studying engineering at a college in Howrah which is a city in India. This place is 60 km from my home, where I initially stayed as a paying guest.
When I joined, I used to commute to and fro in my motorbike. I used to love those rides as I love riding bike. I used to start at 7 in the morning and reach home back by 9 pm or so. I traveled to work in this fashion for more than 3 months despite my mother's disapproval. After a long argument my mother won and, as per her wish, I decided to rent a room near to my office. I found a cheap hotel that would accommodate me if I paid rent on monthly basis. I checked out the room where I would be spending 5 days in a week. I found the room kind of livable, so I decided to move in asap.
After a month of stay I got quite comfortable with the room. One day I went out for a movie with my girlfriend and after taking her back to her house, I came back to my room. Before going to sleep I felt a bit of suffocation, so I decided to open the windows. I did that and made my bed and was checking Facebook in my laptop and fell asleep. I was not asleep but in a state which can be said as half awake and half asleep (hope that doesn't sound naive) and all of a sudden I felt something heavy on my chest.
I opened my eyes and could see a dark figure hovering over me, it was like sitting on my chest. I tried to use my hands to push that thing of my chest but was unsuccessful, then tried to get up but again it was as if I can't move any part of my body. I tried to ask, "Who are you?" but the sound coming out from my mouth was, "Woooaaaauuuu." Meanwhile the weight on my chest was increasing. I started to pray to lord Shiv in my mind. Then I started reciting hanuman chalisa. After three or four lines, I felt the weight was reducing and I could breathe better. I could see the black figure kind of retracting away and this gave me some hope and I prayed hard. After couple of minutes, which I felt like an eternity, this black figure just slid past out of the window.
As soon as it left, I could move again. I quickly jumped out of the bed and closed the window, then switched on the lights. I just couldn't sleep so I packed my bag and left to my home. My mother was surprised to see me at 4 am in the morning, but when I narrated the incident she quickly did some prayers for me after lighting a pooja lamp. In the morning she took me to a holy person who gave me a thread which I had to wear in my right arm. After that she said that I am safe and nothing would harm me anymore. I was so terrified but I have faith in God, so that thought pacified my fear.
I did go back to the room after a week. This time I took some holy stuff that my mother got from the nearby temple and tied them in front of the door and the window. I stayed in that room for 3 more months and with God's grace never had any other encounters.
Later, when I spoke to the guy in the eatery regarding this, he said that the floor where I stayed had only one occupant and that was me. No one dared to live in that floor as there had been couple of suicides in the adjoining rooms. And many times, people who have lived there experienced weird phenomenon just the way I had.
Even now I am confused thinking what was the entity that tried to haunt me that night. And another thing is I had stayed there for quite some time before that incident and I had never felt any thing creepy. May be it was some dark spirit which wanted to possess me.