Has anyone ever awoken to what appears to be a ghost, and then it slowly disappears?

This has happened many times to me and each time a different character. One was a girl slowly floating over me vanishing into the wall over my head. Another time I opened my eyes to a pirate captain at the foot of my bed. He slowly walked over to my side and he was holding a platter with a skull on it. I couldn't really see his face because it was dark in the room but he had a thick beard. I was so scared i didn't move, but i followed him with my eyes. He just stood there staring at me, and I at him. Then he slowly disappeared and I was left staring at the space where he was standing.

Was this a dream where I thought I was awake? Or was I still dreaming and my eyes were open so I thought he was in my room, but really still in the dream world?

Any thoughts on this would help because I've had a number of these experiences and have no idea what to make of them. Thanks!