I've had four unusual experiences that one could interpret as being supernatural, possibly, but all were as creepy as shit.
1) In high school (1988-ish), my friends and I went out to an old abandoned schoolhouse out north of town on some tiny county road out in the middle of a bunch of cotton fields. The building had been rumored to be where Satan worshippers met (it was the 1980s, after all), and we decided to drive out there on a Saturday night just before Halloween to check it out. On our way out there, a big line of storms was blowing in from the north, and it was getting windy.
When we arrived, we knew the storm was about to hit, and we were able to get inside pretty easily because it had, indeed, been broken into multiple times by the looks of things. Broken shit everywhere, lots of spraypainted stuff (including a pentagram), and the gym's roof had collapsed. We wandered around some, but nothing happened. After about 20 minutes or so, we were ready to bail. By then, the storm had hit with full force, and it was pouring, so we all made a dash out to the two cars we had come in.
But here's the thing, every door on both cars was wide open. Now, I had power locks on mine, and I know for sure it was a habit for me to just automatically click the lock button when getting out, and I had my keys in my hand to be prepared to get in quickly as we were all running through the rain. We all absolutely knew that none of the doors had been left open, because, duh, a big storm was coming. We all hopped into the cars anyway and high-tailed it out of there.
Now, of course, someone could've come along on that little road to open them, but both the other driver and I will both swear to this day that all the doors were locked on both of our cars.
2) This is the one that freaked me out the most. I was in college and had come home for a long weekend or something. Most of my good friends were still in town, since they were going to the local community college route for their basics. So, this particular evening, I'd been hanging out with them and had come around midnight (stone cold sober). At some point after falling asleep, I suddenly sat up in bed (like kinda like Dbeasy mentioned above) and spontaneously said in a very low, demonic-sounding voice, "SPAWN OF SATAN!" Over my bed, I had a ceiling fan with a long cord that I could easily reach, so I turned on the light, scared shitless. I didn't see anything in the room with me, but I was still freaked out and breathing rapidly....wide awake.
So, I figured I had just had a bad dream, turned off the light, and turned over on my side. Within a couple of minutes, the air in the room started feeling really heavy, and it somehow looked even darker. Pretty soon, I felt a presence in there with me, and I froze (this may well have been sleep paralysis, but I'd been awake for a solid 5-10 minutes by that point) and couldn't speak. Then, I started feeling a really heavy pressure, pushing down on the middle of my back (remember, I was on my side), like something was trying to get in. It was like that for a while, and I still couldn't speak or move (again, possibly sleep paralysis). Eventually, it let up and I just lay there for I-don't-know-how-long (and too scared but finally capable of moving) before eventually dozing off.
3) Flash forward to the mid-to-late aughts, and I was doing a project for Lake County, Florida, deciding to stay in an old historic inn that was billed as being haunted. When I checked in, I joked about it with the person behind the desk, and they confirmed there had been lots of stories about the third floor, which they said they no longer allowed guests to stay, because it was supposedly too intensely scary. There was a wide staircase that went to all three floors (I was staying on the second), and there was a big velvet rope across the stairs leading up to the third floor, seemingly confirming there were no guests allowed up there. So, nothing happened in my room that night, but I listened to footsteps in the supposedly empty room above mine all night long.
4) Another work trip, circa 2011-2012. This time in a tiny town in rural Missouri. The town was so small and off the beaten path that they didn't actually have a hotel/motel in town, but there was a B&B in an old two-story Queen Anne-style house that used to be the town's funeral home. And, yes, their website said the house was known to be haunted. My boss at the time admitted to me he was a little superstitious when it came to this stuff, so I volunteered to stay in the room where the owners said most of the spookiest activity had been reported by guests. So, I open the door, and there was gotdam creepy doll collection with almost every surface covered in old-timey looking dolls with beady black eyes all staring directly at the bed. Fuck. Well, I go to bed and fall asleep uneventfully, but sometime around 3am, I'm awoken by a kind of a shouting whisper, saying my name directly into my ear. Scared the shit out of me, and I turned on the bedroom light. Nothing was in that room, except for me and about 20 creepy fucking dolls, and I remained awake until dawn broke.
Alright. That's it for the four scariest occurrences that I've ever experienced, but to-date I've never "seen" a ghost.