Whatever you do, DO NOT buy one of those bedside sleep sound recorders. There's just too much iffy shit you hear on those, if you listen closely and you hear stuff you can't ever forget. I tried it once. The one I had would skip to the places where there was noise.
I heard my snore stop suddenly, like my breath stopped or a hand over my mouth silenced me, and then I hear a clear whisper "Don't wake up!"
I don't know if it was me talking or what, but I'd rather not know the noises in my room at night! Never again for me.
I feel like either this can't be real or you embellished how sure you are of what you heard. If this really happened, the only reasonable response would be to put a knife under your pillow, install a night-vision security camera, and then spend the next few nights pretending to sleep because there's no way you're getting any real sleep. You'd also involve other people if you knew anyone.
Burying your head in the sand and waiting for the guy living in your attic to kill you is definitely a BS response to what you described.
This happens to me almost every night. Usually while coming out of sleep, but sometimes while I'm still trying to fall asleep. It used to only happen when I was stressed about work, but once I had a kid it became very frequent.
I hear/see the door open, hear my son's door open, see giant spiders on the wall, hear someone rummaging through the fridge, hear my son screaming, etc. If I get up to check it's always nothing.