Here is a personal experience from Paranormal Underground member, HeidiAnn67

First happened when I was young. Not sure exactly how old.
I was asleep (it was my room at the time, then we moved things
around and it became my brother’s room). I woke up and there
was an “old woman” standing over by the window. She was completely
black, no features, but I knew it was an old woman. It wasn’t just
a shadow, this thing blocked out the window behind it. I thought
it was Grammy (who lived with us at the time). I called her twice.
When she didn’t respond I started screaming. My Grammy came
running up stairs, as soon as she opened the door she disappeared.

Of course, people are always telling me it was a dream. This was
no dream. I was fully awake. And I’m sure I had lots of bad
dreams as a kid, why would this one stick with me. I have had
a discussion with someone on whether it was hypnagogia, but
I really don’t think it was.

The second incident happened just a few years ago. I was at my
Dad’s house (same house I grew up in). I was the only one there
that night. I went to get something from that room, which terrified
me. I’ve always been scared of that room after dark ever since
the first episode (which may have been the reason bedrooms
were shuffled, can’t remember for sure). As I was leaving
the room I heard a loud knock on the window. There was no
denying it was a knock. Not just one, but like when someone
knocks on a door. I froze in absolute terror. I stayed like that
for what felt like forever, but was probably more like 30 sec.

When I could finally make myself move I walked to the window
pulled back the curtain and looked out. It overlooked the porch
roof and there was a big pile of fresh snow on it. Untouched snow.
So no one or nothing living had been outside the window knocking
on it. I ran from that room so fast.