This story actually happened to a friend of mine, so I cannot truly take the credit. However this story is real and is probably easily explained, but still pretty creepy.
My family, which consisted of only my parents and I, has been living in the same house since I was born, in a suburban neighborhood located in central Pennsylvania. My room was located on the first floor of the house, with a window looking out into the back yard, which was fenced in.
As a child, my parents would always wake up to me screaming and crying, complaining of seeing some kind of monster outside in the backyard. Obviously, their first assumption was that I was experiencing some kind of nightmare, so they took me aside and calmed me down. They would let the family dog out into the yard which apparently would chase or scare away whatever was out there. Afterwards, I would be able to sleep and had no more scares for the night.
These sightings were a recurring thing and haunted me for many more years as I was growing up, always getting fixed as soon as the dog was let outside. They only stopped after my younger brother was born and my old room was given to him, and I moved into the room upstairs. Afterwards, I never had a problem like this again.
As I grew older I was able to make more sense of this situation, and was sort of able to recall what this thing looked like. I only remember it as some kind of fuzzy pink being, like some kind of monster. It never did anything more than just stand outside my window, and it scared the crap out of me. I was so glad to move out of my old room and never have to deal with anything like that again. I kinda just figured that it was an illusion and I only felt better when my parents would check the yard since it put my imagination to rest. But now comes the creepy part.
My parents obviously never believed me, just playing it off as a figment of my imagination or some kind of nightmare. They never saw anything and there was never any kind of evidence, since they only had my word for it. After I moved up to my new room, I never had a sighting again so I just thought it was my young imagination running wild. Soon enough, I almost completely forgot about everything I saw and my parents never brought it up either, so the monster sighting story began to fade from memory.
That is, until my little brother began to wake up crying, complaining of a fuzzy pink monster standing outside his window.