Well, it's not at all difficult for me to believe you, because I've had a life filled with the "unexplainable" myself. Some things have quite freaked me out, but other times, as with your experience, I feel like I'm being "played with" by an entity who hasn't quite gotten to his/her next level.
There have been times when I have spoken out loud to my visitor and felt more in control of the situation. Other times, the hair stands up on the back of my neck, and a deep terror comes upon me--and I have been known to get the heck out of wherever I am. I do feel there is a good side and an evil/dark side.
If we are bothered to the point of being unusually frightened, losing sleep, or just plain creeped out, we should try to resolve the situation. Not everyone can just pick up and move from a home; and there are others of us who are too young to go out on our own, away from the problem. And, many times, if the "visitor" has attached themselves to you for some reason, moving will not get rid of "it".
There are just so many things we don't understand as mere human beings. Asking for help from our higher powers is always a good choice.