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You know how this game gives that dumb warning in the beginning?
I watched someone else play this the other day, and the night after I had a pretty bad nightmare about some kind of similar demon-hunting game, but it was set in my apartment. I must have had one of those weird half-awake dreaming states at the end because my eyes were open and I was looking at my door and I was in bed but couldn't move. I saw door fling open and something came inside, and it moved to the left before disappearing.
Right after that my computer, right to the left where the thing came in, turned on. That's what woke me up completely. Not too long after that my fire alarm, also around where the thing went, started going off for no reason.
Nothing too spooky has happened since then but I'll keep an eye out. Maybe you should too after this.