I have two strange ones, but they're not very scary. They definitely made me wonder about the other side - in general I'm sceptical.
The first time I was in a place I used to walk my dogs every day, it's on a hill and I was in the middle of it, but there were no trees for me to miss anyone being there. Just meadow. It was 2pm in April - not a creepily lit time of day. I heard a quiet but clear voice saying "Oh no, don't go there..." as if someone was maybe 10ft behind me. It creeped me out enough to make me leave quickly and I'm completely comfortable being in the woods at night without a moon from my rabbiting days so I'm not easily unsettled.
I got home fine without anything else, cleaned off my dogs and got ready to take the other one out alone (I'd just recently bought her, and didn't let her run with my other dogs yet as I didn't trust her.) Midway through my stroll with the other dog we were viciously attacked by a pack of large bandogs. We were both badly bitten and my dog was mauled to the point of almost losing two legs, but luckily neither of us died and I'm not sure how.
I still wonder if that voice was warning me not to go to the other place afterwards, and if somehow there was some intervention that meant we made it out alive. The vet was also shocked my dog lived.
The second time my mother was on home hospice with lung cancer. I had been sitting with her for two weeks and on Christmas Eve she died when everyone but me had left the room. After I left my parents house after she had died, I couldn't sleep thinking of what had happened. It was around 2-3am and I had been trying to sleep for two hours so I decided to go out on a walk so I wasn't just laying there thinking about it.
Midwalk I started ugly crying again, and was looking up at the sky trying to bargain with something that it was all just a bad dream. One of my dogs started pulling really hard and I thought it was an early hedgehog or something like that, but when I looked down there was a white pigeon/dove just walking on the ground and cooing. I thought it was injured to be out so early and walking around instead of roosting somewhere or sitting, afaik pigeons don't like strolling around in the dark. So I walked up to it slowly to try and pick it up and it just kept walking away but cooing for around 5 minutes.
Eventually after following it, it flew away, and my mind had been taken off my mother worrying about this stupid pigeon walking around at night. I'd never seen one before in the area, and never seen one since. Sometimes I wonder if one of my relatives was trying to make me feel better. My mother whenever she would see white feathers in the garden would say it made her think of my grandmother, so it definitely makes me wonder if there's anything else out there.