This took place in Atlanta in July, 2004. I was about 11 years old at that stage.
I used to wake up at midnight or very early in the morning every night. This was not unusual as most times I would look at my watch (which was glow in the dark) and fall back asleep within seconds.
On one night I just woke up, stunned to see a shadowy figure. I could just see the outline as some light came through my window as my dad left the shed lights on. (Note that I could not make a definite figure of the creature.)
I called out to the figure, "Dad, is that you?" No answer. I must have fallen asleep after I called out because the next thing I knew I was suddenly sitting up in my bed only to see a figure running away. I could see out of my bedroom into the hallway and I saw the figure suddenly disappear out of my room, as if it was made of smoke.
I yelled out to my parents endlessly. I was so scared I did not move, just constantly looking at various parts of my room to check it wasn't still with me. I enventually fell asleep.
When I woke up, it was still dark. I checked my wristwatch; it was about 6 a.m. (I usually got up early to turn on the heater and watch TV.) As I slept with two pillows under my head usually, I noticed that my pillows were gone. Thinking that I may have moved them during my sleep, I tried to retrieve them (remembering at this point it was still dark) without any luck. I then noticed that my covers were missing as well!
I then thought to turn on the light to see where I was and what happened. Only I could not reach the lamp switch, which sat next to my bed. I then called out for my dad, who came this time. He turned on my bedroom light and I realized I was on the other side of my bed. This never happened to me before.
In the morning, I asked if my parents or my sisters pulled a prank, but they all had blank faces when I told them what happened.
My next weird encounter happened two years later in 2006. As usual, I got up out of bed, when into the lounge room, turned the heater on and watched television. This was at 5:30 a.m.
My lounge room has no door, just an open walkway, so I could see through to the kitchen and laundry. Everything was normal at this point. As I watched TV, I heard weird noises that I cannot desribe other than dolphin-like and as if it were calling out to someone.
I turned down the television volume to see if it were the TV, but as I came more aware of the noise, it seemed to be coming from the laundry. I got scared and froze, wishing for it to stop and go away. But the noise kept going, as if it were calling to me and calling me to come to it. (Note that the noise seemed to be coming from the laundry, though I could not see the source.)
The noise gradually grew softer and stopped as other people woke up and came out. This noise is incredibly unique and I have never heard it before or since. It terrified my so much that I never got up that early for a long time or until someone else was up. It makes me wonder what things come out at night.