To be sure, there are people who do imagine things. A jw friend that I had, believed there were demons lurking in a closet and had the elders come over and pray to get rid of them. But in knowing this person, I knew that her fears and sensitivity to that fear, was probably the cause. The more she thought of it, the more it became a reality.
I also knew someone who was schizophrenic. Although I knew something wasn't quite right, I wasn't sure what was going on. He finally told me. The stories he'd tell - I never could figure out if he was making them up or that they actually occurred. This had nothing to do with demons etc. I just worked on the assumption they weren't true until proven otherwise.
But as for myself, I'm as puzzled as the next person as to why I've experienced some things. After leaving JW land, I've tried to drop the "demon" aspect and simply viewed them as unknowable occurrences. If there wasn't something called religion tainting peoples viewpoints, it might be viewed in a more open minded way. But no one really knows me here. I'm just words typed on a forum. But I will tell you the first "out of the ordinary" event that happened to me.