I hope that you will find the information I share with you of comfort!
The experiences you are having can be fully explained by natural, medical phenomenon. Many, many, many healthy people across different time periods, different countries, different cultures, etc. have had these same types of experiences and have wondered if something supernatural was occuring such as aliens, demons, devils, witches, ghosts, goblins, astral creatures, parallel universes, etc. etc. etc. However, doctors and scientists have documented thoroughly what occurs on the polysomnogram (sleep study with brain waves, aka EEG, recorded) when people experience these things. We now know that these experiences are related to two sleep disorders: sleep paralysis and hypnagogic (and less frequently, hypnopompic) hallucinations.
Sleep paralysis and hypnagogic hallucinations are most likely to occur when you have a sleep deficit (have been getting less sleep than you need multiple days in a row, causing a "build-up" of missed sleep) or are sleep-deprived (such as "pulling an all-nighter"). They are also most likely to occur when you are sleeping on your back, so you may find it helpful to sleep on your side or stomach. The other thing you can do to decrease the frequency of these symptoms is to improve your sleep hygiene. This MedHelp physician article summarizes the important aspects of sleep hygiene which may be of help to you:
http://www.medhelp.org/user_journals/show/47782/10-tips-to-better-sleep
Finally, if you try all the tips here and still find that these episodes are frequent, troublesome, or are affecting your ability to work/go to school/socialize/take care of yourself, then it's time to talk to your doctor. Sometimes people are concerned that their doctor will not believe them or will think they are "crazy" because these symptoms sound so weird. Rest assured that these episodes really do affect most humans at least once in their lifetime, and remind yourself that if your doctor doesn't take your concerns seriously or doesn't seem to have expertise about hypnagogic hallucinations and sleep paralysis that you may need to get a second opinion from a doctor who is well-versed in sleep medicine. Sleep specialists generally are either pulmonologists (lung and breathing doctors) or neurologists (brain, spinal cord, and nerve doctors) who have chosen to sub-specialize in sleep medicine. You should look for a specialist who is "board certified" in sleep medicine, ideally.
I hope this information is helpful to you.
Best wishes, H.