These surveys were conducted by telephone and explored mental disorders and hallucinations (visual, auditory, olfactory, haptic and gustatory hallucinations, out-of-body experiences, hypnagogic and hypnopompic hallucinations). Overall, 38.7% of the sample reported hallucinatory experiences (19.6% less than once in a month; 6.4% monthly; 2.7% once a week; and 2.4% more than once a week). These hallucinations occurred, (1) At sleep onset (hypnagogic hallucinations 24.8%) and/or upon awakening (hypnopompic hallucinations 6.6%), without relationship to a specific pathology in more than half of the cases; frightening hallucinations were more often the expression of sleep or mental disorders such as narcolepsy, OSAS or anxiety disorders. (2) During the daytime and reported by 27% of the sample: visual (prevalence of 3.2%) and auditory (0.6%) hallucinations were strongly related to a psychotic pathology (respective OR of 6.6 and 5.1 with a conservative estimate of the lifetime prevalence of psychotic disorders in this sample of 0.5%); and to anxiety (respective OR of 5.0 and 9.1).

http://www.psy-journal.com/article/S0165-1781%2800%2900227-4/abstract

Reminds me of an experience I had as a kid where I woke up in the middle of the night, and was unable to move, with a ghost asking me for help. I ran to my parents' room, and I knew what I was about to say would make me look stupid or confused, but I also knew I was right -- I saw and heard that ghost. So, I made the story as convincing as possible; I left out any little details that might have drawn suspicion to my experience.