I've never specifically felt someone blowing in my face, but needless to say it can happen. I have felt that I wasn't in the bed anymore, though. Several times it seemed as though I rolled out onto the floor.

I've had all kinds of wacky hallucinations in SP; from a beautiful yet creepy woman singing at the foot of my bed, to some unknown creature snuffling around my room.

It's good that you kept so calm through it all (as Shift said) because freaking out can definately make it worse.