MAKG, I have to disagree. With luck, you will one day experience something unexplained, and maybe that will get through to you that the world does not always revolve around you.
Now, in response to the OP and the others who have evidently taken this seriously...
I have always been a strong Christian. At first I didn't really believe in any of that stuff, but I was somewhat intrigued by it. After looking into things, I don't see why one can simply rule out such things simply by being a Christian, because the Bible references directly to people being able to see both demons and angels among other things. Just because you cannot grab it with your hands doesn't mean it doesn't exist.
I have experienced deja vu before, I've had little dream spurts that when I wake, I can't really remember any details, but then a day/month/year later, suddenly I'm in that moment in time. Strange perhaps, but it doesn't really bother me anymore.
I did not think much of "spirits" though, despite having such dreams on rare occurances. That is, until my first year of college, when I had just crawled into bed after turning off the light for the night. As I laid there on my back I suddenly felt a chill enter the room, then a cold, clammy hand come to rest on my arm (bed was lofted overtop of my desk). Startled, the first thing I did was in as calm and demanding of a voice as I could manage, demanded that whatever it was leave the room immediately as I was a devout Christian. The hand promptly left my arm and the room immediately warmed back up.
I know that nobody entered the room, despite the door to the room being unlocked, I had an ingenious (if low tech) "alarm" rigged to the door. I had no roommate. I was still quite awake (I drank 2-3 pots of ultra-strong coffee per day and had just finished my last one for the day). The window was open, but it was also a cool 80* outside. Since then, I've had other experiences, but none quite the same and none further at that location.
Oddly enough I said nothing to anyone about it for quite some time and the night after it occurred I was BSing with some friends outside the dorm who made mention of a sealed off floor in one of the other high-rise dorms. According to the story, the one dorm (also fronting the same courtyard that mine did) had a girl who flunked her semester. Unable to stand facing family and friends over it, she jumped out her window into the concrete courtyard with predictable results. Before she jumped, she wrote on the walls in blood. After that, cleaning crews scrubbed the dorm, but the blood soon showed back up. Repeated attempts at cleaning and painting the room only resulted in stuff spreading across the floor (stuff written on the walls in blood). At that point, the floor was sealed off, the elevator will not stop on that floor and the door from the stairs sealed.
Of course, it could be urban legend, as I never personally investigated, but...
Anyways, I'll share a link with ya'll on this sort of thing and more...
http://www.theblackvault.com/