I've had a weird history with very strange occurrences happening in my family, that have spanned back since I was about seven or eight years old. Every person in my nuclear family will tell you that something follows us, what the something is though, nobody knows.
I've never had a history of night terrors or sleep paralysis, however I have had extremely vivid dreams from the time I was young, which have since progressed into lucid dreams over the years. Whether or not you want to blame what has happened to me and my family on these dreams is up to you, I personally do not. I can't possibly see how my dreams could impact my whole family.
The day my grandfather had passed away, I was eight. From what I hear, this kind of thing is actually fairly common. That night I was sleeping in my bed, and I heard the sound of my door hinges opening so I woke up. The door was still closed, but at the foot of my bed was a shimmery pale version of my grandfather, that looked at me, smiled, and then seemed to dissipate in the air, kind of like a gas. Freaked the fuck out, I went up to my parents room.
My mom and dad were both awake which was very weird because their usual bed time was nine and it was two AM. All they had to do was look at me and they asked if grandpa visited me too. Apparantly my parents sheets had fallen onto the floor, they woke up, and he was standing at the window just staring outside, they described him exactly the same I would have.
From then on in that house weird shit happened. A year later, one evening, I was sleeping in my room and my digital stereo turned on full volume blasting classical music. It was odd because I had never turned that stereo up to full volume before, and my classical CD and case were on the table right next to it. Two seconds later my television turned on briefly, showed some static with no noise, and shut off. Well, the stereo woke everyone up and they came in to see wtf was up, I blamed it on faulty electrical wiring and went back to bed.
I was left alone a lot in that house when I was 12 or 13 and ALWAYS heard the sound of something walking on the wooden stairs. It would go from top to bottom, stop for about ten minues, then go from bottom to top.
Various weird shit happened in our next house such as a whistling sound every night for the first week (no chimney, open windows, A/C wasn't activated yet) and sometimes my father would see my grandpa still. We'd become accustomed to shit like that though.
The weirdest part is when my family moved to Hawaii briefly. My dad impromptu bought a house and they lived over there for eight months while I was in college. My little sister complained about seeing a woman but nobody else did, so they ignored her. Well, for spring break I went there to visit and shared a bed with my dad. Weirdest shit ever in my life happened that night.
I was dreaming, and all of a sudden my entire dream changed to a view of the bedroom door. Literally everything that I dreamed of was just sucked out and replaced with this view. I saw it open in my dreams, and then woke up abruptly to find my dad passed out and snoring, and the door closed. A few seconds later, something sat between us. It was a weight that just pressed itself onto the bed, and lingered for ten minutes. I sat weirded out, but didn't pay any mind. Eventually the weight lifted and I went back to sleep and dreamt again. The same exact thing happened two hours later that night, I was sucked out of my current dream and saw the bedroom door. Only this time I was able to make out this figure that definitely felt feminine. I couldnt make out any features, but it just gave an aura of feminism. Again I woke up, and a weight pressed down between my father and I. This time it lingered longer, but eventually left, and while I was freaked the fuck out I fell asleep again.
It happened one last time, with the view being sucked towards the door, the waking up, and the weight. This time my dad woke up and asked what the fuck I was doing sitting in the middle of the bed and that he could feel the weight. When I told him it had happened twice already and that it wasn't me, he turned to look and found that I was clearly on the other side of the bed. Immediately the weight got heavier for a few seconds, my dad nodded in understanding, and then the weight left.
That next day my dad spoke with the neighbors and they mentioned in passing that the last family who lived there had their aunt die in the house and they moved out to help with their grieving.
The latest thing that's happened in my family was a few months ago. My grandma had been dying so my mom moved into the house to be her nurse as we couldn't afford to hire one. Twice, my grandmother woke up and announced that there were "spooks" in the house, gave my mom a blank stare, then promptly fell back asleep. She never mentioned anything about ghosts until my mom had moved in.
So overall, yeah, weird shit definitely does happen, and it seems to have some sort of affinity to happening in my family