I've always wondered about this too, I experienced this once when I was in my house alone. I was sitting on my couch watching t.v. when I felt
someone walk into the room behind me I, so I turned around and noone was there. I paused for a moment feeling kinda uncomfortable and then kept
watching t.v. still a little unsure for a bit, but Im pretty sure its happened to me before that, I just cant remember. Ususally it happens when
someone from my family actually does walk in the room or past me, I think that was the first time noone was really there when I felt the air just
change around me. I also just remembered that I sometimes when thinking about can close my eyes when I have nothing on (t.v. or noones around) I can
feel the change in the air around me move or something like that, its really hard to describe, its like you can hear the difference of air, something
blocking what was nothing there before but now something is there but just for a second, idk.

Feels like Im not making much sense.