I have a few odd occurrences that have stuck with me over the years, all of which happened when I was in my teens. Nothing since, which is good since I'm a massive scaredy cat!
When I was about thirteen, it was the summer holidays, and Mum had gone to work leaving me strict instructions to clean my bedroom. So I was up in my room, sorting through things, when I started to hear a weird noise. The only way I can describe it was sounding like a huge crowd of people talking, but from a distance. The noise went louder and quieter, louder and quieter over and over, almost like the volume being turned up then down. I didn't have TV or radio on, and checked that my walkman in the drawer was turned off. This went on for a few minutes - it scared me, so I went downstairs until Mum came home (she didn't believe me, thought I was just trying to get out of tidying the room!). The noise couldn't have come from outside, but we DID live in a terraced house - so it could have come from next door, however they were usually out during the day, and I can't imagine what would make that noise.
In my late teens I was lying reading on my bed (same bedroom) when the curtain billowed out about 50cm into the room, like something had brushed past it. I shouted at the cat, who wasn't meant to be in my room. Mum shouted back upstairs that the cat was on her lap... The window wasn't open, it was a calm summers day and there was no draught that would have pushed it that far!
Another really odd one that has stuck with me was when I slept over at a friend's house, was probably about fourteen. The house had an odd layout - it was on a slope, so the kitchen was in the cellar (and had a back door), her bedroom and the living room were on the floor above (by the front door) and the other bedrooms and bathroom were upstairs. It must have been about 1am and we were up chatting quietly and being silly when we started to hear a jangling noise in the kitchen downstairs like the cutlery rattling. This went on for about one minute, and we were getting quite freaked out, then we heard this really loud scraping sound. I remember we were sharing a double bed, she sat bolt upright and I hid under the covers! We were seriously freaked out the next day when we were getting an ice cream out of the freezer and I bumped into an old storage bin (I think for coal?) and the heavy lid made the exact same grating noise. We just looked at each other, wide eyed, as it was the exact same noise. The whole incident really freaked us out - the cats were locked out on an evening (no cat flap) and it was a creaky old Victorian house, there was no way her parents or brother could have gotten down the staircase and into the kitchen without us hearing it... Never have been able to explain that one away! She heard/saw quite a lot of odd things in that house, it had a really weird feel to it.
Finally not long after, the same friend and I were walking home from a church in town (a friend of ours had been in a play I think) and we decided to creep ourselves out by walking through the churchyard back up to mine, it was only twilight though, I doubt we would have done it at night! However we both froze in our tracks at the gates as there was an enormous white outline of a figure glowing by the church door about ten meters away - it was transparent as you could see the hinges of the door through it. My friend said something along the lines of "you see that too, right?" We both stood there for about thirty seconds, then my friend shouted "run" and we legged it all the way back to mine!! She thought she'd seen it start to move. We went back the next day to see if it had maybe been a prank, or if anything was there, but we couldn't see anything. We also realised there were no lights anywhere near, so it seemed to have been glowing on its own.
I realise the last one sounds a bit cliched, but I absolutely swear on my life, the wine in my fridge, my lovely cat etc, they are all absolutely true. I'm also quite grateful that I seem to be quite 'switched off' to these things nowadays, as any old bump in the night freaks me out nowadays and I send OH to investigate!!