<my girlfriend woke up in the middle of the night> ...and saw a hypnagogic hallucination.
https://en.wikipedia.org/wiki/Hypnagogia Not that unusual, and not paranormal. Hypnagogic is the reason the vast number of genuine 'ghost sightings' happens at night and in the bedroom, because they are related to sleep and dreams, and aren't paranormal at all.
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<[I] thought [I] saw a black shadow myself but it could be [I] was just tired> Any time you're faced with that choice, the natural explanation always is the correct one.
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<We have smudged the room before we moved in> In other words, you, or likelier your girlfriend, already harbored superstitious beliefs before you even lived here. Is it any wonder she's afraid of shadows in the night? Or that she jumps to the conclusion that anything she sees must be paranormal? That's what she *wants* to see and believe. The only 'bad energy' in the house is your own superstitious fears. Are you going to let yourself be led by those, or are you going to let your life be guided by reason and rationality? There are virtually always plausible, rational explanations for everything we experience, if we'll only look for them, and even the least plausible natural explanation is always exponentially more likely than a supernatural one.
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