I lived in one particular house a few years ago where we always suspected there was some sort of supernatural activity going on, we'd leave items in places then come back to find them gone, we'd leave a room to find out the door had closed on its own, seeing figures and shadows, that sort of thing. However, one incident topped all of these.

Was lying in my bed one night reading just before going to sleep, when all of sudden the room temperature seemed to drop all of a sudden, shortly followed by that gut feeling you get when you suspect that something isn't quite right. Curious as to why this all happened so suddenly, I lifted my head to scan the room to see what was up, only to encounter a large black hole situated at the foot of my bed hanging slightly ajar from the far wall. I had no idea what the hell this thing was, I can only describe it as an absence of anything, like there was nothing there, it felt so cold, and truly evil

Thankfully, not being completely paralysed by fear, I remembered reading somewhere once that ghosts, spirits and whatever else can only mess with you if you invite them in, so i yelled at this thing to "go away, you're not welcome here" as well as other rude expletives, after a while, this thing converged in on itself and that horrible feeling seemed to disappear along with it, still have yet to explain what is most likely the strangest thing that's ever happened to me. – Californicatewithme