Sara, It's quite common :) Many factors can haunt our dreams. Sometimes its the waking world and our fears playing on our minds if we allow them to. This isn't a bad thing. It gives us time to prepare and resolve what can overwhelm or be forgotten by many.
Other times, others may reach out. Some need a little reassurance or comfort. Some feel alone, sometimes its the haunting memory of a spirits contact that leaves a gap in waking lives, a deeper purpose.
Then there are the curious ones. Outsiders if you like. They pop up often enough. They watch. They communicate. They just dont have the same culture or means of communicating as people and can easily be mistaken for something else. If you feel a presence, if theres a static around you and it feels oppressive, don't worry. They mean no harm. They are more like kids than anything, but will respond quite readily to your emotional response and thoughts. They are pretty much unshaped, undefined. They don't have the same view of the world that we do. They do respond to concern or friendship. Fear however is an oppressive emotion :)