Sleep paralysis and lucid dreams
Here is a great example of the weirdness of the human brain.
If you have ever experienced sleep paralysis (and most people have), you can probably relate to many of these stories. I've had this happen many times, but I've only once been able to experience a lucid dream, and it was awesome. I didn't know about the sleep-paralysis-to-lucid-dream connection though, and I can't wait to try an experiment next time I get a chance.