Hiya Fleur-de-Frost
Have a look at this common (and natural) occurrence.
http://en.wikipedia.org/wiki/Hypnagogia
Especially check out the 'Sensory phenomena' section.
Hypnagogia can be a precursor to OBEs/astral projection, but it's also a precursor to sleep and so happens to everyone every night. It's just that for the majority of us, the majority of time our bodies have already shut down by the time hypnagogia kicks in. Therefore, we don't recollect it.
Waking up full of fear could suggest you've literally just awoken from a bad dream that you can't remember, but your subconscious can. Many times people wake up feeling odd, strange, fearful, happy etc., and they don't know why.
My advice would be rather than jump to conclusions such as demons or mental health issues, do a little research first - you'd be surprised how much of these types of experiences
are normal.
Hope this helps and puts your mind at rest somewhat.