It happened to me some years ago, and I still can't think of any reason why. First, is it the entities that scare you or the experience itself? You didn't mention any threatening behavior on their part, but just the experience itself can be very unsettling. They don't speak using a voice, the communication is more like ESP. Have you asked them who they are & why they are there? If not, try that. The answer would just pop into your head, not in words, but in pictures or concepts; if that happens, then you know you've got something going.
These beings could very well be your ancestors and/or guides, who are there to protect you, guide you, advise you, etc. Try approaching it that way, that they are your "friends", and are there to help. If this doesn't work for you, you can cleanse your home by smudging with Native American white sage, if you can't find that, use sandalwood, jasmine, rose, or lavender incense. Native Americans smudge before ceremony to cleanse the space of negative energy. Walk around all the rooms with the incense or sage, and mentally or aloud, say firmly something like: All negative energy must go, only the highest can stay. As in most things in life, your intention must be clear. If there's anything hanging around after you're done, consider that what's left is a being with good intentions.
We do have more control over these occurrences than many people realize. We do not have to be passive, we can tell them to leave and they usually do. We can communicate with them on a non-verbal level, it's really up to you and how you want to engage, or even if you want to engage.
Personally, I found the incidents upsetting, not the spooks, but just that it happened at all. None of the entities I encountered scared me, or felt threatening, I was just freaked that they were happening at all. Someone told that I could ask to see them only in my mind's eye, which i did, and it put an end to seeing them in the corner of my bedroom or at the foot of my bed. Bedrooms are very intimate places, and should be a safe place; and of course, we are vulnerable when we're sleeping, and feel more vulnerable in the dark because of vision limitations.
I hope this helps; I've found that being proactive instead of reactive can decrease anxiety and lead to a better understanding of events.
Edited by Beany, 13 September 2011 - 03:25 AM.