This man has been following me in my dreams/nightmares since I was a kid

So, I have been having this reoccurring dream for about 10 years. They started when I was about 14 or 15, and they continued until I was about 24. Here's how they started:

The dreams always start with me lying in bed. I always open my eyes to find a dark fog in the shape of a man hovering over me. He has no discernible features. When I was a teenager, the man was always leaning over me, his face right above mine. He would just stare at me. He never did anything. Nothing else was weird about the scenery. It was my exact bedroom. No one else was in the room. It was just me and the foggy man. The dreams were frequent enough that I never really wanted to go to bed.

Fast forward to my college years. I moved away from home, but the foggy man followed me. My dreams in college always had him just slightly farther away. He was always standing about a meter or two away from me. Just watching. They were always set in my current bedroom. The dreams became less frequent and I forgot about them for a while.

Then grad school happened. I lived in a pretty dangerous neighborhood and witnessed two shootings in one week. That's when my foggy friend reappeared. In these dreams, I was lying in bed, but he was all the way across the room. It wasn't as scary as it used to be, but he was always blocking the escape routes (door, window). I had to sleep with the lights on for 3 months before he finally went away. I moved out of my apartment almost immediately after that, and the dreams have stopped since then.

I would also like to add that I would end up sleep walking/running trying to escape the man at nearly each instance.

Luckily, I haven't had this dream again. I am curious to figure out what it means so that I can work through whatever it is so he doesn't come back. I still sleep walk/talk quite frequently, but things are definitely less scary. I'm guessing he came back because of the stress of the shootings, but I don't really know how to explain why he was there in the first place. I have had depression since I was a kid, but no trauma at all. Only child. Nothing really clicks for me when I really think about it.

Any help?

Whatever it is you need to confront it. So here on after you shall not try to avoid the man, but expect to see him every night, and confront him.

Hehehe.

Hohoho.

Hihihi.

Hahaha.

Jokes aside, I sometimes get challenging characters, mostly animals, that I need to overcome. I'm usually ready for a fight and do overcome them. But once I dreamt of a foot long spider rushing towards me, and being a little phobic of spiders, I just ran away. So I didn't stand up for the challenge.

I don't know if this bears any parallell to your dream, but in one dream a demonic shadow stroke along the wall. I pointed at it and said "In the name of Jesus Christ I command you to reveal yourself". So a young man appeared and said that he lived under the floor of the house (what would be a cellar if we had one, so I take to mean he just lived in the foundation) and he complained of us walking above him.

I have no idea what to make of it. But I overcame that challenge as the shadow was rather ghastly. (I don't mean a shadowy figure, but an actual shadow with a life of it's own).

That literally does sound like a Shadow figure, in the Jungian sense. It represents your dark side - the parts of your psychology that you reject and want to disown. It means you need to become familiar with these parts of yourself - begin to open up to them - though they fill you with fear, anger or disgust, they contain vital energy that you need and can't access while they're bound up in the Shadow. Here's a Wiki page giving some good info: Shadow (psychology) - you can search and find a lot more info online or get some books and go deeper.