Years upon years ago, maybe when I was in high school, I had a series of connected dreams one night that freaked me out. Essentially, I dreamed that I had woken up from a dream because I was in bed, in my room, and everything looked normal ... until an invisible force rose up from under my blanket and began smothering me with said blanket. I couldn't get it off and I honestly thought it was happening until I woke up (actually woke up this time) and was quite alive. After being terrified, I managed to fall back asleep, only to be in a giant white space facing what could be best described as something that looked like the grim reaper. He had a very long knife, and proceeded to try and attack me with it. Something happened, the knife fell, and I killed the thing instead. That almost made up for the first nightmare, but not really. Nothing else has been quite as scary as that.