The first real encounter I had with anything paranormal was when I was about ten. I used to be very afraid of the dark (well, I still am, but being an adult I can cope with it a lot better), and I would lay awake in my bed at night, reading books and drawing until it began to get light out, and I would feel secure enough to fall asleep.
One night I had done this, and it was about 5am, and I was starting to feel kind of sleepy, but I wanted to wait until my dad got up for work to try and sleep. I was laying in my bed, facing towards my bedroom door out into the hallway, and into my parents open bedroom door. I was just watching their door, waiting until I saw my dad get up, and all of the sudden I heard running water in the bathroom, like someone had turned the sink on. The weird thing was though, the water pipes from the bathroom were acessable from inside my closet, and so when someone ran the sink or the shower, you could hear the pipes in the closet. I heard the sink, but the pipes didn't make a sound. From where I was laying, I couldn't quite see into the bathroom, but I would have seen anyone who went in or came out and I didn't see any reflection of the bathroom light on the floor. After the running water stopped, I heard the wastebasket being shuffled across the floor. I watched the hallway for a good 20 minutes, but no one came out of the bathroom, and after about half an hour, my dad came out of his bedroom and went into the bathroom. No one had been in there. From that day on I slept with my bedroom door shut.
A few years later, I moved into my bedroom that I'm in now, which is technically the back porch (a completely indoor porch, not screen or anything). Nothing really strange has happened in here yet, aside from noises from the windows and ceilings, but my backyard is full of trees and squirrels, plus I live in the city, so night noises are nothing new.
Wait, I take that back. Something weird DID happen in here.
One afternoon, I was home from school sick, and I was laying in my bed in my porch bedroom. I had the covers completely over my head, so I didn't actually see anything, and I had one window open, right over by my bed. As I was laying there, I heard someone come into the room. It was about 2 or 3 in the afternoon, so I thought it was either my sister come home early, or my dad. Anyways, so this person comes into the room, and is stepping very softly and lightly. I hear them sit down on my sister's bed, which was across the room, and they sat there for about five minutes. Every now and again they would sigh softly, and for some reason, I decided it was my grandma, because of the light step and feminine sighs (my grandma is tiny, and the rest of my family are pretty tall and heavy-stepping). Anyways, this person just kept sitting there sighing, and not saying anything, and I was getting annoyed, so I decided to just throw the blankets off of me and scare the living shit out of them....but when I did that, no one was there. I don't think I've ever been so scared in my life. I even got up and checked, and the house was completely empty. It couldn't have been my grandma, because she doesn't drive (that and she never comes over unannounced). She's also alive and well, by the way, and wasn't sick at the time. Thats the only time in my life that I've been ABSOLUTELY sure that I was visited by something that was not human, but it felt like such a strong human presence at the time that I didn't think anything of it, until I saw that there was no one in the house with me.