I have this thing where (because I'm very afraid of insects and spiders) I wake up and think I see a bee or a spider when it's not actually there. I'm not dreaming either, it genuinely looks like it's there and moving. It looks so real that if something is on my bed it almost looks like my bed has contours just to mimic the creature's weight.
Basically it's just a very very very vivid hallucination. It's only after I realize I'm hallucinating that it disappears (that or I loose track of where it was in the first place).
Like just last night, I wake up and I see this MASSIVE spider on my wall. To give perspective, I have a wall clock that is about a foot long and a foot wide. And the spider was just that big. It scared the living everything out of me. I even called my sister so that she could open the door so I could run like mad out of my room. Though after my vision cleared up I realized it wasn't there (though it did take a good 3 minutes before I actually walked towards my door).
Oh and there was this one time where I was dreaming about a zombie apocalypse and I couldn't wake up until I defeated this level I was on (as it was in a game). And I had to do it without dying as I was down to basically my last heart. Thankfully I did end up beating the level and I woke up, but by the time I did it was 11 AM.