When you are in a very stressed or depressed place, you can experience this thing called 'sleep paralysis':
http://www.webmd.com/sleep-disorders...leep-paralysis
Medical professionals believe that the 'spirits' people encounter in this state are just dreams intruding into a semi-wakeful state. Other people are not so sure. David Hufford and Louis Proud have both written well-researched books suggesting that we don't really know if these spirits or real or not, but other cultures believe they are.
I believe they're real, but that they only jump you when you're down and try to scare you because fear makes them stronger. So you have find a way not to be scared of them. I know it's hard but after awhile if it keeps happening you get annoyed and the fear goes away. You get to a point with it that you're just like, "Oh get off me."
People think spirits can harm them but they only can if you let them.
I hope this didn't sound too nuts!