This happened in Jacksonville, Fl when I was about 11. I lived in this huge house that my grandparents paid for. I had always wanted to live in such a mansion-like place, but my sister resented the idea totally. The first few days were fine, except I was separated from my sister for once, and I thought I kept hearing noises, like creaks, giggles and footsteps outside my door. I told my mom about it but she said I was hallucinating. I hated when my mom didn't believe me!
The following week, things got more strange. I always felt cold and as if someone was watching me. Every time I took a step, my shadow would always be a half-step behind me, which wasn't supposed to happen. But the strangest thing was that I would set things down, like, for instance, my mother and I would be baking, and I would put down the mixing spoon for a second to grab the eggs, but when I gave them to my mother, the mixing spoon would be gone, and I would find it later, in the fridge, or on the ground. I was totally freaked out by the time a month passed. I couldn't go to sleep, because I heard childish laughing, and creaking, and my door would open, but I couldn't convince my mom to move out!
Finally, the "things" attached. The invisible monsters hit me, and tried to smother me with my pillow, I screamed and screamed, and it finally stopped once my mother turned on the light. My sister checked me for damage, and I was covered in wounds and red marks. I still have scars to prove it. We moved out the following day. Even though 4 years have passed, I never forget to lock my door.