This happened a little over 30 years ago, but I still think about it from time to time... I was in college, renting a pretty rundown bungalow with a roommate. Sometimes at night, I would get the feeling that I was being watched, particularly something watching from outside the small kitchen window. It wasn't just a 'watchful' feeling, but creepy, almost malevolent; I would almost run from the bathroom to my bedroom at night. I never mentioned these feelings to my roommate, thought that maybe my imagination was running away with me.
One Friday night, a friend was hanging out with me and my roommate. We were having a few drinks, playing cards. Out of the blue, my roommate looks at me and blurts out "Do you ever get the feeling you're being watched, that this place might be haunted"? I was a bit stunned - so it's not just me! I said that I got that feeling too and that I would almost run from the bathroom to my bedroom at night.
A few weeks later I was in my bedroom one night, just laying in bed by candlelight. It was winter so my bedroom window was shut, as was my bedroom door. There were no drafts or breezes coming into my bedroom. The candle flame didn't flicker or sputter. It just went out, like it had been snuffed out. That freaked me out a little, so I turned on my bedside lamp. The light bulb came on for a second, made a bit of a pop noise and went out. Now I was pretty scared. I jumped out of bed and went to open my bedroom door. The door knob came off in my hand. Now I was terrified. My bedroom door was an old wooden door with a pane of glass in it, with a little curtain over the glass for some privacy. Without even thinking, I put my fist through the glass to reach around and open my door from the other side... I had to get out of that room now!
Being a broke college student, my lamp was second hand, so certainly there could have been a faulty connection. And, light bulbs do just burn out on their own.
I had an issue before with the bedroom doorknob coming loose; at that moment, when my adrenaline was pretty high, I am sure I yanked the doorknob with quite a bit of force. But...
The candle, the light bulb and the door knob one after the other was absolutely terrifying. I moved out shortly after that. Several months later, I ran into my old roommate and came to find out that a small but quite old graveyard, hidden behind overgrown shrubs and weeds, was kitty-corner from that bungalow. True story. Paranormal? I'm convinced there was more to it than just a wonky lamp and loose doorknob.
Maybe if you researched the history of the place it would help, maybe something happened there that could shed some light on what you and your friend experienced.