My first paranormal experience happened to me two nights ago, and I have a few questions regarding it.

I'm a firm believer in spirits myself, though I have never seen anything abnormal. Recently, my sister and I have been noticing things in my house suddenly being askew or moving while we're home alone. That doesn't really frighten me, but the other night something happened that really shook me up. It's 11:30 at night, and I'm sitting on my bed smoking by my window. Through this window I have an extremely clear aerial view of my neighbors back yard, which is only about 20 feet away or so. Their porch light is on, and by their fence I see a woman with blonde hair bent over tending to what I at first think is a dog. I try to adjust my eyes more, and I see that there's no dog. Okay, that's fine. I was just seeing things. I try to focus in on the woman more, and she's incredibly dark even though there is a good amount of light down there. I'm looking and looking at her and she almost looks translucent. Still, I don't really gather that there's anything out of the ordinary here. I'm just trying to figure out what she's doing, and she's moving a great deal. I look away for a split second, the amount of time it took was the equivalent to a blink. I look back, and she's gone. Now I know something's wrong. A person could not have physically been able to get out of my sight that quickly. I'm very spooked at this point, so I immediately throw my blinds down, shut my light off and close my eyes. I feel VERY uneasy at this point. I cannot open my eyes for the life of me, because I just have a sudden feeling that she's in the room with me. I start getting very intense, gruesome visuals of a woman very bloody and beaten, possessed, and just in terrible states that look absolutely terrifying. These visuals are incredibly vivid. Now, I was already very scared at this point, and I would not want to be conjuring these things up at this point, nor is it something my mind would normally think about. I kept trying to get myself to stop picturing these things, but no matter how hard I tried to veer my thoughts in a different direction, these visuals wouldn't go away. But I still couldn't open my eyes. I was completely frozen. I firmly believe that I was not in control of my own thoughts at this point. Then suddenly, I get a rush of warmth up my legs, and there's almost like a pressure on them, even though I don't even have a blanket covering them. Then, the warmth goes away, and my legs are completely cold. A very fast and drastic change of temperature and feeling. I feel like she was sitting on my legs.

TL;DR: Saw a woman in neighbors yard, she suddenly disappeared, had frightening thoughts I felt I couldn't control, legs get warm and pressured, then suddenly cold.

I feel like the woman saw me looking at her, and didn't like it, so she then came to disturb me. Does that sound like a viable thing for spirits to do? Has anyone ever felt like something else was controlling there thoughts and couldn't stop it until it ran its course? I'm just looking for opinions and relatable experiences. I'm still rather shaken up and disturbed with what happened and what I saw. Just looking for a little clarity. Thank you all!