I've had several weird experiences, but never really felt frightened except on two occasions. Most of the time, I was more curious than anything.
One, and I've told the story several times, was when I was in my late teens. My father was away on business, and my mother and I had a late night of watching tv and she fell asleep in my room. I woke up to find her being pulled horizontally off the bed and onto the floor. I was literally fighting to hold on to her, and the only way I can describe it, was that it would be like fighting someone under water, or against rubber. At the time, I was more fearful of her safety and didn't fully register what was going on.
The other time I was fearful was a few years ago, in the home we had before we moved here, a nice little 1920's cottage, across the street from a church. I was at the computer in the sunroom and it was like all hades broke loose. The house had a lot of windows, and someone/something was running around from outside knocking at them, the lights were flickering and the doorbell was ringing constantly, I was overcome with a sense of panic, which is unlike me. All of this was going on at once. No one was there, because I was quick enough, that I would have caught someone. I called James at work to let him know what was going on, and I got the heck out of Dodge! I drove to a relative's home, but leaving, I noticed a funeral going on at the church. We had several odd things happen at that house, but that was the only time I was really spooked.