I find this very, very difficult to swallow while being unable to deny the theoretical possibility.
It is possible to observe someone experiencing sleep paralysis. While they may see an Alien and describe an abduction encounter (or see some other creature), people observing the person experiencing the encounter just see someone laying in bed. While the causes of sleep paralysis aren’t fully understood, we know that episodes can be reduced or prevented by maintaining better sleep hygiene. A genetic component appears to have been discovered.
But - it is still possible to come up with supernatural explanations (as you could for basically anything - perhaps other than the existence of your own mind, if we’re persuaded by Descartes on that front).
As a child (and on rare occasions as an adult), I used to have frequent nightmares about a sea creature who, unlike his real world counterparts, was capable of flight - including space travel. Sometimes I would wake in apparent pain after dreaming (if I was dreaming) that this creature had bitten my foot. In the dark, I’d also sometime be able to ‘see’ the creature. This thing haunted me.
I thought it was a creature of my own imagination for a long time, only to later realize that the same creature with the same name appeared in an obscure children’s movie that I saw several times as a young child.
Is it possible that this flying sea creature really did regularly visit me at night, undetected by the rest of the world and leaving no evidence behind? I suppose so…..but I can’t say I’ve ever entertained that though for a moment as an adult. I’d assume I just had scary dreams about a scary baddie after seeing a certain movie (one that I can now see that contemporary reviews said would give kids nightmares- thanks mum and dad!)
I do think though, that if I did claim that sometimes ginormous, telepathic sea creatures fly into peoples bedrooms to bite their toes and generally be a bit mean, but that these instances are not perceptible to anyone but the victim, not many (even those who are receptive to claims of the supernatural) would entertain it. Would you?