I used to experience periodic attacks of sleep paralysis. The first few times it happened to me I had no idea what was happening; I had vivid auditory hallucinations as well as the strong sensation that someone else was in my bedroom. Occasionally I would feel an enormous pressure on my chest.

I later learned that sleep paralysis may have inspired a lot of folklore, e.g. incubi. If a thousand years ago I reported these symptoms and someone told me "a demon is sitting on you," I would have been hard-pressed to come up with a better hypothesis.