Strange encounter.

I was coming home from work the other day and as I was pulling up to my house I notice my bedroom light is on. I'm pretty sure I left it off before I left but I guess I must've been careless enough to turn it on at some point and must've forgotten bout it. I go in and as I was climbing up the stairs I notice the bedroom door is closed, which is odd because I never leave it closed even when I'm sleeping. At this point I thought somebody must've broken in and I quickly grabbed my dad's shotgun and decided to confront the guy(dumb,i know). I open the door and sure enough the light's still on but I can't see anyone anywhere. There's not much place to hide besides maybe under the bed,which I checked. At this point red flags are going off left n right but I'm tired as hell and decided to call it a day. Later that day I was watching TV and fell asleep on the couch before being woken up by a noise coming from upstairs. Sounded like somebody trying to quietly walk around the room upstairs. I grab the gun and shout to whoever up there to step out of the door with their hands up. I quietly make my way up the stirs and find the bedroom light on again. I distinctly remember switching it off and decided to check the other rooms to see if anybody was up there after all. I go into the guest bedroom and find no-one,same thing with the bathroom. I head downstairs thinking maybe I was starting to lose it, and I hear the footsteps again. I was positive it sounded like a heavy set man walking along the floor and quickly ran down the stairs to call the cops. At that moment I hear the door close and at this point I'm scared shitless. I run out of house grabbing my keys to head down to my friend's house not wanting to stay in this damn house for another minute! As I was pulling out into the road I glance up to my bedroom window to see the light on again and a faint silhouette of a man standing at the window just staring outside. Yeah, that's it! I'm out. The cops arrived 15 mins later and said there was no sign of forced entry or anybody in the house. No way I'm going back tho, the next morning the grabbed my things and moved in with my buddy till I figure out WTF is happening. If any of y'all got any comments do help out. Edit:I live alone and nobody besides me has my key to the house.