Has anyone had the experienced that while you are dreaming, you feel that someone came into your actual bed and when you wake up, there was no one there?

Tell me, does this smell like chloroform to you? <gives @Gabriela06 a soaked rag to sniff>

On a slightly more serious note, I do have similarly vivid dreams sometimes, it’s rare but it happens. Enjoy it (unless it’s creepy lol), vivid dreams are a hop skip and a jump away from lucid dreams, and those are AWESOME.

Oh, and: Welcome to Fluther!

This happened to me recently, and it was my cat. And he was sitting so close to me, that his silhouette was convincing enough for me to believe it was a person when I opened my eyes… and I jumped about 10 feet out of the bed.

Aside from that, yes, this has happened to me before, and it’s always a confusing feeling to wake up and no one is there.

Yes I have had that happen. It is usually in the early morning and often a sexual dream.
Welcome to Fluther.

I once woke up to feel a ‘person’ sitting on me, not pleasant.

This is actually not an uncommon experience. It is a type of sleep paralysis, and has been characterized throughout history as the sensation of a demon (often conceptualized as a male incubus-type demon, as with the male figure you describe) sitting on the chest, while the person is aware but unable to move. See this Wiki for more information.

Welcome to Fluther!

From the male perspective, yes, I have and it was somewhat disappointing when I woke up and I was alone.