I experienced sleep paralysis a couple times in my life. Basically, it's where you are awake, paralyzed, and still dreaming.
I woke up in my room, and I couldn't move, but I noticed there was some really tall black figure materializing by my bed. It was just standing there, but this horrible, low noise was building up in my head and my vision was loving up really badly. I thought for sure I was going to die. I didn't wake up, realize it was a dream, then go, "Oh, okay, all is well". I thought whatever was there was going to kill me, and then it vanished, the noise stopped, and my vision returned to normal. For some reason I was convinced that I almost died, and I was torn up about it for about a month. I sat there for a good five minutes before I sat up and cried, and I had a hard time holding myself together for the next week.
It's almost been a year since then, and now I can't even imagine how it was that terrifying. I'm starting to feel foolish. :P
