A few years ago I had started getting into practicing lucid dreaming (being able to recognize the fact that you are dreaming and then being able to manipulate the dream in various ways or acting totally independently in the dream). One of the first things one does when trying to lucid dream is to increase dream recall by keeping a journal or log of any dream you have immediately after you wake up.
I had been keeping this journal for a year or so when I first started to be able to become self aware while I was dreaming but something odd would always happen when I realized it. I would always seem to run into a figure inside my dreams that was this shadowy "person".
I put "person" in quotes because he/it was definitely not a human. The thing was always dark like it was made of shadow and as far as I could ever tell it didn't have a face. I knew that it wasn't human in the same way you just know things in any dreams. I would rarely notice it until I was able to look clearly at my surrounding and it would almost without fail be following me or hanging out in the scenery... trying so hard to blend in and not attract my attention. Every thing about it was just too forced. Like it didn't know much about acting like a human so it was this almost goofy caricature watching me or following me.
Every time I noticed it and started to study it the thing would completely drop all pretense of humanity. A few times it dropped to the floor and its arms and legs were jointed much like a spider and it crawled away. There were a couple of dreams where it would start chasing me and I would be able to wake myself up.
For me, there were two straws that broke the camel's back. Number one was a phenonema called [sleep paralysis] (http://en.wikipedia.org/wiki/Sleep_paralysis) that started to affect me whenever I woke myself up from a lucid dream. I would be unable to move but I would be in a semi-awake state where I would be looking out into my bedroom where the shadowman (what I eventually started calling him) would be sitting (or standing, or crawling). And if you haven't read the link on sleep paralysis I'll just tell you it is NOT fun.
The other thing that turned me off on the whole idea was me re-reading through a couple years worth of dream journaling (two-to-three dreams a night, almost every night for two years). I started to realize that this recurring nightmare-figure had been along for the whole ride. Almost every nightmare that I cared to write about featured some sort of faceless shadowy figure. And I had taken to sketching some of the more evocative dreamscapes and figures to aid in memorization and seeing drawings of him that I drew a couple years before I started to really notice him was actually quite terrifying.