What does it mean to see a plastic bag in the middle of the night and your fully awake?

it was a shadow like bag and completely empty. it was flowing like there was wind but it was in my room with no fan on and my window wasn't open. i tried to reach up and pull at it then i got out of bed to try and get it. then i realized i was in my room and turned on my light and there was nothing there. if anyone can help me as to why i saw this it would be helpful. i also see shadow people and i believe i have seen hat man multiple times also in my room.