For many years I have seen things that I couldn't really explain smoky shapes and shadows here and there in random places. Nothing was ever too clear, and none of these creatures ever frightened me or attempted to communicate with me.
In March, 2010 I moved into a new apartment; I now live alone with my cat. After I had been living there for about three days I was sitting on the couch watching TV and I felt something looking at me. I turned my head and saw a white creature crouched on the floor staring right at me - as soon as I turned my head it scooted away. I walked over to where it had been said simply "I see you." This experience surprised me for three reasons - I had never seen such a clearly defined figure before (I could even make out the tilt of its head), I'd never seen any colors at all before, and nothing had ever paid that much attention to me.
The next day I spoke to a neighbor who confirmed that he frequently sees shapes and odd stuff, and that this was a 100 year-old building that used to be a bordello. He didn't seem concerned at all so I just forgot about it.
On Saturday night I was walking up to my building. As I looked up into my bathroom window, which is on the third floor, I noticed that the light was on, and thought I'd need to be more careful about turning lights off when I left the house. Right at that moment the light went off... I live alone, remember? Nobody's there. When I got inside my apartment I turned the light on and off a few times. It worked fine.
On Sunday night something quite frightening happened. A thing climbed on top of me and woke me up while I was sleeping (note: this WAS NOT a dream). It was right on top of me - I couldn't see anything or feel skin but I felt its weight and its strength. I screamed at it to get off of me and it did - but then it just sat next to me breathing. I could hear it breathe; sounded just exactly like a human but there was simply no one there. I told it again to go away and the windows started rattling and the cat went berserk. This is the first time I've ever been scared by what I've seen, and it's also a tremendous escalation.
Anyway, that was last night.