I was sleeping one night, when my legs felt funny, as if something furry was rubbing up against them (we didn't have any pets at this time) I didnt really know what the feeling was and I couldnt move, but I somehow got convinced that is was a cat that snuk in the house. Then I could feel it moving, adjusting postitions etc. even breathing and making noises like i would assume a cat would feel like. I slowly got out of bed, turned on the light and saw there was no cat. I then realized the feeling of a 'cat' rubbing on my leg didn't go away, and as i slowly became fully awakened, it became clear that my leg was just asleep, my brain not being able to percieve what the sensation really was, had fabricated the hallucination of a cat purring and pawing at me. Seeing is not believing, the brain is very easily fooled, it is not only possible but common to experience things that don't really exist, particularly memory.