So my friend has recently heard this thing in their room.
It appears at the same time every night and paces their room, occasionally it'll appear earlier and stay close to them. They can't see the thing in question but they hear breathing or footsteps when no-one is in their room or outside their room.
Anyone know what to do?
May the starts guide you
First of all, if your friend doesn't feel that this entity isn't something threatening he can ask it what it is doing. Perhaps it is simply keeping watch while they sleep to protect them. Have they had a family member pass away recently? Do they get any sense as to who or what this entity is?
Secondly, does your friend know any history of the place he is living? Perhaps this is a ghost left behind by a former resident. In that case you may want to consider a working to help that ghost move on.
If they think this is a hostile entity then I would suggest a thorough cleansing of his room and setting up wards to keep any other unwanted spirits from taking up residence there. An explanation of a way to go about this can be found at https://www.spellsofmagic.com/read_post.html?post=871171
And another form of protection your friend could use would be to cast a circle around their bed before they lie down to sleep.
I had a similar experience w a friend of mine. Though, both he and his former gf felt the same things. Its like there were spirits along w them. It happened just once never again. Maybe your friend shouldn't be worried for it too much. If it makes him feel safe i would suggest cleansing his space, w incense and salt, maybe some crystals too (after they are cleansed and charged too)...i dunno. That's what i would do, if i was him....oh and have his amulet near. I always wear mine.
The spirit may be curious. It doesn't sound demonic or malevolent. In my own experience, i occasionally address the spirits here to let them know they are not forgotten. sometimes that's all it takes. I live with a beautiful lady spirit, she protects us. Very likely some poor spirit got stuck and needs to be reminded of their situation. Take great care in how you communicate, there is always the chance of it becoming upset and that's no good for anyone.
Blessed Be.
