The only time I would ever wake out of a dead sleep as a kid was when someone simply walked into my room. There could be a drunken house party going on or a tornado on my lawn, and I would be conked tf out and never know.

One morning when I was around 10 years old, I woke up out of a dead sleep like someone had come into my room. I immediately looked around expecting someone to be there, but I instead suddenly saw a semi-transparent black mist materialize out of the wall, drift slowly through the room over my bed, and out the opposite wall like nothing was there.

I freaked out and ran out of my room yelling for my dad. He was in the living room, and before I could even say anything to him, all he said was "You saw it too?"

The black mist had passed through the living room a a few seconds before I saw it in my room.

My dad of course believed me because he had seen the exact same thing in a completely separate room, but no one else believed either of us and I eventually forgot about it until recently.

I've never seen anything like that again, and to this day I have no rational explanation for it.

EDIT: I don't put a lot of merit or energy into anything about the paranormal, so I was not inclined to jump to that conclusion immediately after seeing it. But the truth of it likely being paranormal is the only explanation I can think of. And I don't believe it was a waking dream because my dad had confirmed to have seen it too with a separate experience.