Jesse, Arizona, USA
For quite some time, I've had the feeling my bedroom may be haunted. For the area of the US I live in, my house is pretty old (65 years). When friends would come over, they would usually get freaked out when we'd hang out in my room. They would say things like they felt there was a presence watching them.
One morning last summer I had just gotten home from the graveyard shift and went to sleep in my room. I locked my door, because I have two cats and sometimes they like to come and wake me up. Several hours into my sleep, I sensed that something was near me, breathing extremely heavily into my ear. I was still sleeping while this happened (though the breathing was NOT relevant to my dream). My first thought was that it was one of my cats. Then I remembered I locked the door so they couldn't bother me. A feeling of panic came across me. I opened my eyes very slowly, and what I saw scared me like nothing before or since. There was a pure black figure standing beside me, crouching over, trying to grab my legs. I was literally paralyzed with fear. I could not move, scream, or anything. When he/she/it realized I was awake, it quickly ran to this empty rifle case I have. As soon as it hit the glass door of the case, it just disappeared into it. It was 1 pm and all the curtains were up, so there was plenty of light in my room. Luckily I have never seen the figure since, but once in a while when I'm sleeping, I get that "breathing" in my ear sensation.