Is it normal to see things that shouldn't be there?

I remember one night when I was about 7 or 8 seeing something that shouldn't have been there. It was late at night and I was just laying in my bed looking around my room before I fell asleep and I spotted something weird. Behind my toy box was this long, bony hand with claw-like nails. I could only see the hand, but because of the toy box, the body to that hand could have been easily crouching behind it. The hand slowly counted down with its fingers and by the time it got down to one, I shut my eyes and didn't open them again for the rest of the night.
Now, I just see shadows that shouldn't be there. I always see this shadow standing in the doorway to my kitchen and sometimes by my backyard window. What's really creepy is the noises that go along on the window to that shadow. Sometimes it's just scratches (which makes me feel like my mind just created them because I'm the only one who hears them). But just recently, there was a very loud knock on the back window, my mom could hear it from the other side of the house. Of course I immediately jumped up and looked out the window but didn't see a thing, and no it's not a tree, out tree is several yards away (including branches) from the window.
Does anyone else experience these shadows? Is this normal? And just to clear things up, I do NOT do drugs or drink or any of that sort, I'm clean and clear in my mind and body.