I had a dream that I was sleeping, and I saw these scary figures?

It was really weird, because it was almost like I KNEW I was sleeping. I don't remember all of it, but I remember that I "fell" out of my bed, and ghosts were surrounding me. Then, I think I was telling myself to wake up in the dream. When I woke up, I was FREAKED out. Is this normal? I don't think it is...