I am experiencing paranormal activity....?

Every night for a while ive beeing seeing ghostly type figures but i dont know if its my eyes or mind playing tircks on me? the first one i saw was a woman with short hair sat on my bed filing her nails? the second one was a man with long hair looking directly at me and then he opened his mouth wide open. the thrid one was a little girl twirling around,when i see them its when ive woke up out my sleep to turn over... has anyone seen a ghost before? are they real? if so why are they bothering me???????