I'm not sure if this story is going to be frightening to other people, but I can tell you, having experienced it, that it is not a very pleasant thing to have happen to you.
In my room, my twin bed is located right next to the wall of my room that is entirely windows, so if I sleep on my right side (which I rarely do) the first thing I see when I wake up is the windows.
Well, this particular night I happened to be sleeping on my right. I know that this line has been done to death, but it really was a dark and stormy night, I'm not kidding. I guess it must have been the thunder that woke me, but anyway I woke up right when a huge bolt of lightning was lighting up the sky. Okay, all pretty normal up untill now, right? Right. Well, here's the wierd part.
As soon as the lightning bolt was done flashing, a face, a white, transparent face showed up on my window. I have never been the type to scream, so I simply pulled the covers up over my head and told myself it was all a bad dream, I looked again and it was still there until another lightning bolt came and took it away again.
I have never again seen the face anywhere, and for that I am very thankful.