I should start off by saying my brother is not only a military man, but he's your basic hetero "never let them see you cry" cliche of a military man. He's not afraid of anything, well, except for the entire country of japan. This is his story.
My brother joined the marines when he was 18 and was stationed in Japan. He really enjoyed his time there for a while. The girls, specifically. He made friends with some of the japanese guys his age who worked around the base. On nights where him and his soldier friends had the night off, the local japanese guys would show them around, bring them to bars, introduce them to girls, etc.
One night, after a little drinking and no luck with girls, the guy invited my brother home to play video games. My brother accepted the invite and they played video games for a few hours. During this time, he tells my brother the main reason he wanted to get home early was because his little sister had been suffering from night terrors, causing her to wake up screaming, crying, and sometimes vomiting. He was worried about her and wanted to be home in case she had an episode.
At this point in the story, I should explain how this guy's house was shaped. The house was built in the shape of a horseshoe, with a garden in the middle. His bedroom was at the very edge of one side of the "U" shape and his sisters all the way at the other end. So they are essentially across the garden from each other. If he looks out of his window, he can see into hers and vice versa.
So anyways, they decide to call it a night, and the japanese guy walks over to the window to look across the garden into his sisters window, to check on her. He lifts the blind and peers out for a fraction of a second before jumping back screaming and looking at my brother like he just saw something horrible. My brother then goes to look and he stops him. He tells him that he saw a dark cloud with red eyes hovering over his sister's sleeping body. My brother, naturally, does not believe him and decides to look for himself.
He creeps quietly over to the window and lifts the blind but this time, he finds himself eye to eye with what he describes as a "dark black puff of smoke with a face". My brother and this other guy admit that they got under the guys covers and stayed there until it was light outside, too afraid to lift the blankets and see that the smoky figure had come a little closer, and was in the room with them, just on the other side of the thin sheets.
I don't know what to believe, or if maybe they drank more than what they said they did that night and imagined it all, but I know my brother believes what he saw. He sticks to his story, and when he tells it, he looks like someone who saw something truly sinister.
Edit: My brother isnt gay. He is probably the least likely to be gay person on earth. If you think he handled the situation badly, next time your reality comes crashing down and you go from not believing in ghosts to seeing one with your own eyes, let us know how YOU handled it. Its easy to sound brave when it didnt happen to you.