Definitely done this before, and awakened myself with a start. I've also had the weird, and I understand rare, experience of being "awake" ('they' say one isn't really), know there is someone scary/evil/alien/unacceptable in the room but was completely paralyzed and couldn't move or scream. In my case I 'forced' myself to go back to sleep; maybe I thought they wouldn't see me or something. Very weird.
Jan in VA