I really don't know whether this really classifies as a ghost story or not. This is probably because I'm not sure if it was a ghost or something else. You'll have to make up your own mind on what it was.
First some background. I believe in ghosts (amongst other things). I live in a fairly old, large house and I'm always hearing footstep when no ones home, seeing things out of the corner of my eye, seeing people in the mirror behind me etc. I'm not scared of these things, I believe ghosts can do us no harm they can only create a hostile atmosphere if they want to. So usually I'm not freaked out by these things. However over the Christmas holidays I did get a little freaked out by a bizarre experience.
I was home alone and on the phone to a friend of mine (he's a bit religious so when I told him about this he told me I wasn't getting enough sleep and that I was seeing things). I was on my bed in my pyjamas's with the blankets pulled up. The light was out (I like the dark) and it was pretty much pitch black. I'm really not sure how this next bit happened without me noticing it (I think I was half asleep at this point) but all of a sudden I've noticed this weight on the end of my bed and I've looked down to find this white mist (don't think it was a bright white light, it was very dull) about the size of a small dog (oval shaped) on the end of my bed (this really woke me up) and I sat up sharply and it fell onto the floor. Meanwhile in the background my friend asked me whats going on (apparently I was breathing rather fast). I got out the bed on the other side and turned on the light but the thing was still there. It came towards me but stopped about a meter away. I kind of backed out the door but it kept following me. It followed me around the house and I just couldn't seem to get rid of it (my friend had hung up because he thought I was ignoring him). After about 10 mins of follow the leader I decided that I was seeing things and regardless of whether I was or not what ever it was wasn't doing any harm. So I went back to bed and it came back to the end of the bed (I could still feel it's weight and see it). Eventually I fell asleep and when I woke up it was gone.
This has become a fairly long story (sorry) I didn't mean it to be. I really still have no idea what it was. As to whether I saw anything or I was seeing things you can make up your own mind. I know I saw something I'm just not sure what.