Dd1 did it once and it terrified me. I walk her to the shop after a nap convinced she was awake when all off a sudden she started screaming that someone was trying to take her Daddy away. It took me hours to calm her down. DH had to come home from the pub to show her he was still there. After that it never happened again.
But on Saturady night dd2 (who has always been a terrible sleeper) came downstairs to inform me that she couldn't sleep because 'I am having some trouble with the colour purple' 
when I told her to go to bed she stood in the corner facing the wall and started rocking 
. She wasn't crying and didn't seem scared or distressed. She happily went to bed and laid down without a fuss when I took her hand, but she did tell me again that 'purple is a naughty colour'
Last night she woke me up to tell me her dinosaur wanted to sing me a song. She stood in the room muttering something about thunder and took herself back to bed. Going back to bed once she has woken up is not something dd2 does, ever.
Dd1 has told me she often says silly things in the night and sometimes gets out of bed and sits of the floor singing for a bit but gets back into bed when dd1 tells her to.
Is this normal?