What was it?

I have been thinking about this for a long time, but I'm still not sure what was this.
So every now and then I and everyone else in my family too hear loud voices from near the front door (like someone is banging the wall or something) and that's maybe not a big deal, but once when I was coming home and had no keyes I knocked at the door and someone opened it. I first thought that it was my mom, but when I stepped inside there was no one there and my mother asked how did I get in when the door was locked.
Also not too long ago when I was alone in the kitchen at night I heard someone throwing pebbles near the door so went to see, but nope, nothing there. As soon as I turned my back someone threw one again. This time my dog heard it too and ran to me.
What do u guys think? Could it be a spirit or something?

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I would say that it's a ghost or some sort of spirit that's inhabiting your house. It could be that someone died there long ago and their soul hasn't been put to rest. I would recommend doing a warding off spell, so it won't bother you anymore. If it starts doing things that harm you or your family in any way, I would do a warding off ritual and maybe make some protection charms to give to each family member just in case. If you think its a demon, its time to call an exorcist.