Having just finished reading The Woman in Black I was trying to remember if I've had any "ghost" stories happen to me.  I do remember one time when I was a teenager being home alone and the stereo in my bedroom suddenly turned on by itself.  I also have this weird memory of being really, really young and going out in the garage and seeing a shape of a woman in a dress floating in the air, but it's possible that's the sort of thing I conjured up in my powerful little kid imagination.

The closest thing I can think of to a ghost encounter was when I had an episode of sleep paralysis once when I was in college.  I've read up on them subsequently, but I'd never had one before so it was pretty scary and I didn't know what the heck was going on.  Basically, when you go to sleep, the muscles in your body actually paralyze themselves.  This is a form of self-protection so you don't flail around and like punch a wall or something because you're having a dream about fighting.  Sleep paralysis occurs when there's a sort of a glitch and you wake up, but your body still thinks its asleep so your muscles stay paralyzed and you can't move, which I can honestly say is not a pleasant feeling.  In addition to that, because your body still thinks your asleep, you can kind of still dream and this often leads to a sort of terrifying hallucination.  It probably takes on a scary form because you're already distressed by the fact that you can't move.  

That's how it happened for me.  I opened my eyes and was totally aware that I was in my bed in my dorm room but I couldn't move at all.  I was trying desperately to lift my arms and legs, but I couldn't.  Then I heard this creepy disembodied voice saying something like "I've finally found you."  This made me want to move all the more because there was some kind of hostile presence in the room and I was completely helpless.  I was trying to talk back to it, but I couldn't really form the words because of the muscle paralysis extended to my mouth apparently.  Somehow I finally managed to snap out of it and I sat up screaming at which point the voice and feeling of a presence went away.  It was like I woke up out of a dream except I was still in the same location.  I was really glad in that moment that I didn't have a roommate that semester because that would have been embarrassing and awkward to explain.  

I was pretty creeped out after that, a little afraid to go back to sleep, and wondering if I had just been visited by a ghost.  I found out later that sort of experience is pretty common with sleep paralysis and I can imagine a lot of ghost stories may have originated that way.  I think I've had milder cases of it once or twice in the intervening years where I sort of woke up and couldn't move, but I haven't had the hostile presence again, which is fine by me.  It wasn't exactly what I'd consider a fun experience and I wouldn't really want to do it again.