I try to stay a skeptical as possible to all of these things. Though, I've had some really odd experiences. I've done a fair amount of study into the paranormal, and it's honestly all thanks to my obsession with Ghostbusters.
One of my favorite areas of study is the theory of residual energy. I live in a relatively small house with my wife, son, dog, and two cats. So obviously there's almost never silence, always something moving around. On the very odd day when I'm here by myself, I sometimes hear the dogs nails clinking on the ground, see (what I assume) is one of my cats walk past me, but I know no-one is there. I'm probably going to butcher it, by the way I understand it is that the more something or someone routinely does something, somewhere beyond the wall of our perception and existence, a pattern is formed. This "pattern" is almost on a ticking clock, and assumes the same action will be taken again, and when the action isn't taken in the "real world" the residual energy of said action happens anyway. This is also directly tied into the ghost/haunting theory. When a ghost is "bound" to a certain area, it's actually the energy left over from when the person or animal was still living.
Also, I'm convinced I've had experiences with Astral Projection (or time travel, or lucid dreaming, still have no idea what actually happened). One of the more jarring situations I'll briefly explain here.
My wife and were laying in bed, dozing off. We were watching "Comic Book Men" on AMC. The time was 12:11. I got up out of bed, shut the bathroom door, guest room door, and office door (These doors are all located directly outside of my bedroom door). Opened our bedroom door and there was what seemed to be a "black hole " or portal of sorts directly located at the entrance of our bedroom. Before I could attempt to avoid it, I stepped into it with my left leg first, just above my knee cap. I then awoke, in my bed, "Comic Book Men" was still on the T.V. and the time was still 12:11. The freakiest part of this whole thing was that when I awoke my left leg, from the knee down, was completely numb.
This area of study in general is just so fascinating. Unfortunately between the charlatans and the ignorance of the general public, the study of the paranormal is one of the hardest areas of science to study.
"Doctor... Venkman. The purpose of science is to serve mankind. You seem to regard science as some kind of dodge... or hustle. Your theories are the worst kind of popular tripe, your methods are sloppy, and your conclusions are highly questionable! You are a poor scientist, Dr. Venkman!" - Dean Yeager
"No, no, no. You are a talking monkey on a spinning ball, floating through infinity. You f*ckhead" - Joe Rogan