I think similar topics to this have been submitted on this site before, so I apologize if this is not the right place to put my story, but here goes:
This has happened three times in my life - once when I was in my boyfriend's (now husband's) home in Louisiana, once when I was a visiting researcher at the University of Arizona, and once again in my home, soon after my triplets were born.
At my boyfriend's house: I had gotten into bed and shortly thereafter (a minute or so after) I felt someone else get into be with me. The first time I didn't think it was my boyfriend, but, to make sure, I said his name out loud and didn't get an answer. I freaked out and yelled in my loudest, scariest voice "GET OUT!" It seemed to go away, but it shook me up for a couple of days after.
A few years later, I was in Arizona doing some research and renting a room close to the university. It happened again. This time the bed was a single bed and, obviously, my boyfriend was not there (he was still in Louisiana). I yelled again and it seemed to go away.
It did not bother me again until 6 years later, when my triplets were about 3 or 4 months old. My husband and I took sleep shifts - I slept from 9pm to 2am and he went to sleep from 2am until 7am. That way we both were ensured to have at least 5 hours sleep (plus a little nap during our waking shift), when the girls were still tiny. Anyway, I had gotten into bed at 9am and I felt someone get into bed with me again! This time it was on my side of the bed, near the edge. I knew this could not be my husband. I yelled my usual "GET OUT" with my loudest, deepest, scariest voice, and it seemed to go away again. What is this? I could not sleep in our room alone for a few days after that. When I did go back upstairs to sleep, I told whoever it was that if they are a loving entity and trying to get in touch with me, to please send the message in a different way, like in a dream, for example, because I am to freaked out by the thought of ghosts in a room with me.
I haven't had the experience in about a year and a half, but that does not mean it will not show up again. I was not asleep during any of these episodes. In fact, I have always taken a long time to fall asleep and am a very light sleeper. Plus, these episodes always take place almost immediately after I turn the lights out and lay in bed.