Being followed me from the non-physical into the physical, AP or Dream?

I woke around 1:30 am from a dream, got up and decided to try for an AP as these situations have worked best for me. I got very relaxed and woke up in a dream, in a warehouse where I could hear a loud rhythmic thumping and voices. I went outside the warehouse into a rainforest with lush foliage and large rocks, the thumping got louder. The experience felt like an OBE that originated from a dream, but that I didn't remember fully.

I don't remember anything else except waking up in my bed where I looked and in the chair at the foot of my bed sat a very large very real man without a shirt, wearing a skull mask and holding something white in his right hand (maybe a bone). He immediately noticed I woke and at that moment screamed loudly (I seemed to physically hear him) and he quickly stood up leaping toward me with the white thing lifted. As his left leg was raised and his right pushed off toward me, he instantly turned into what looked like sand or dust that fell into the floor and vanished. His leather moccasin boots and pants were left on the floor.

The weirdest thing to me was that I was not startled or scared, no fear in anyway whatsoever, it was like I wasn't even surprised. This seemed unnatural to me as logically, I think I would have at least had my heart pounding in my chest...but nothing. I looked a way for a moment and when my eyes returned to the chair the clothing was gone too.

My speculation is that this was an entity I interacted with in the dream or OBE state and upon seeing it in the physical knew it existed and must have known something about the event.

Has anyone else experienced anything like this in their travels? I'd really be interested in learning why or what happened.