Even though we chose to take him off life support and had been waiting to hear the news for a few days, waking up to my mom and grandma knocking on my door then standing in a silently weeping huddle in the hall after getting the call to tell us that my grandpa just passed away was probably the worst wake up I have gone through.
Second would be waking up 2am to a loud, mysterious tapping noise then closing my eyes to fall back asleep only to hear it again. Then my sister screaming bloody murder from her room across the hall, turning all the lights on and flew into my mom's room out of fear because a police was pointing a gun at her through the window. It turned out that they were at the wrong house and instead where about to bust the next door neighbor, who ended up being one of 15 or so guys involved in the cities largest drug dealing scenes of the time. We knew the guy was suspicious as he'd come and go at odd hours of the night and always in his big SUV, but never thought he was involved in that.
Lastly, I once woke up to being unable to move or feel my entire arm. I slept on it wrong so there was no blood flowing to it, and when I touched it I had zero feeling and it just flopped around at my side. I wrapped a heating pad around it for a couple hours and it was finally back to normal, but being a kid and thinking I killed my arm was scary.
When I moved to college my cat who was a big hunter in the farm fields tried to bond with my mother in my absence. My cat would jump up into her open windows in the summer and lay dead birds or rats (facing her) between her breasts and sit on her stomach until she would wake up. The worst part was that not only were they staring her in the face but often she was awoken by the feeling of the blood flowing down her cleavage and giving her a "ruby necklace" of sorts.