Things that go bump in the night.....

As I've mentioned before, both my husband and I have experienced some strange things in this house since we moved it. Some things were totally explainable and nothing to go into. But then... there is the smoke.  We smell cigarettes sometimes in this house out of nowhere....when the heat is not on, when there is nothing on the stove or in the microwave, and when we do not smoke ourselves. It is a blast of smoke so strongly and suddenly that it stops me in my tracks. It has grabbed my husbands attention as well.
Now I am feeling watched. And it is weird, not so much that I'm scared, (because I think it's very interesting, actually), but it was unsettling when T was at work, baby was asleep and I was alone. I felt the hairs on the back on my neck stand up and I just knew I was being, I guess observed by someone. Sometimes my little boy will act as if he is chatting with somebody, and that bothers me. Unless it is a loved one, I don't like it. But he's never scared, he just points up to the same certain point on his bedroom wall and jibber jabbers like its obvious to him what's up.
Now, I've had a talk with this guy (or gal) whoever they are before when nobody was around, of course (so I don't look like a psycho) and asked him NOT to smoke in my house (lol) and to be nice. But this is the second or third time I've felt that I had company here when my only company was taking a nap in his crib. I figure if it is bad, Webster would be on high alert all the time and let me know what's what.  He has only done this once or twice for no apparent cause.  I'm cool with his company as long as he's not mean. I certainly wouldn't mind a chit chat with the guy if he's up for it. But unkindness is a scary thing. I watch the show "Haunted" and it's entertaining to me, as well as a little creepy if it is truly for real. I can't say they are all telling stories, because I don't know them personally and will not judge them outright. It could all be BS. Or, it could all be real. I am leaning strongly towards the latter, especially now....