Oh God, something like this happened to me.
I was sitting in my bed one night. I thought I was awake, cuz I got up to use the bathroom, I got some water, you know, everything normal. I sat down in the bed, and closed my eyes. THen, it happened. FOr some reason, my bed just shook like water as burning chains wrapped around me. I was dragged down into some watery darkness. I couldn't breathe, and I was being burned by the chains, which burnt like hell. THen, I actually thought I was in Hell itself, and I had died in my sleep. I just started crying. Then, I knew I was wrong when the chains threw me back into my room, slammed me into the wall, and one of them etched something into my screen. I knew this was fake, because the message said, I kid you not, "You had better buy Friends Season 3 on DVD or else you will DIE!" then I woke up. I looked at my body, to see that I was sweating profusely, but no burn marks. THen I looked at the tv, and no etching. I guessed it was the rumored ghost that was haunting our house at the time, but I had no idea he was that big of a Friends fan -_-
Another time, I knew I was awake. I was working on notecards for a book, and It was 3:00 at night. I had been sitting there for three hours. THen, my eyes played tricks on me. My own shadow began to pool and crawl on the wall. Needless to say, I hid upstairs.
Then, I had another odd moment. I was asleep again, and I was in that same watery darkness again, except I could breathe. THen I knew what was happening, as I landed on a giant, stained glass platform (I knew I shouldn't of stayed up for 2 days playing the Kingdom Hearts games!). So anyway, I land on my own, apparent Station of Awakening. I was dressed oddly, but cool. Suddenly, I looked forth, and saw someone in a dark cloak. I looked at it, and knew that I needed to stop drinking so much caffeine before going to bed. I looked at the man and asked "Who are you?", half expecting him to say Xemnas. No. He walked over to me, and I saw he was my height. He took off the hood, and I nearly sh*t myself. He looked just like me, but with blue eyes. He then said his name was "Verdenx". Then I woke up, realising that my subconscious made a Nobody for me using Verdenx as an anagram of Denver. However, then he was in my room, so I knew I hadn't woke up yet. He just bent over, then laughed, and said "You know, you and I are too much alike. We both lack hearts, or you just don't use yours." Then I woke up, and I knew I was up. I realized that he was trying to tell me that I needed to stop being so self absorbed and emo and actually show some emotions. And it helped too, I haven't heard from him but once more, and that was when my Grandmother died.
Seriously, I need to lay off the sugar at night 0_0