The most terrfying ordeal I've encountered was during a sleep paralysis episode (I used to be quite prone to these).
During sleep, my eyes were open and I was looking towards the ceiling of my bedroom but there was this floating monster head growling at me from above. Scared is an understatement, so I quickly tried to awake my body (it takes a while).
It vanished as soon as I awoke but when I closed my eyes its outline was etched into my sight, like colours from a flash. I could clearly make out its outline, even though I was awake.