This happened to one of my friends and I have also have very similar feelings. I will call him Jay for now.
When my friend was about 12 years old, he and a cousin, having nothing better to do on a hot afternoon, chose to go to a neighbouring garden (playground). They came upon a pair of swings besides an old diapilated house and a well. They were enjoying playing on the swing when suddenly Jai felt shivers run down his spine. He looked at his cousin and she was shivering for no reason on a hot summer day. She said the one thing that was screaming through Jai's mind - Lets leave!.
They litteraly ran out of the garden. They stopped at the nearest house and asked for a glass of water. The lady of the house served them a glass and asked what the kids were upto on a hot summer afternoon. When they said they were simply enjoying the swings, they could clearly see a shadow of panic on her face. She litteraly shouted whether nobody had warned them to stay away from the Garden altogether?
It turned out that a year ago a kid had fallen in the well (probably the gardner's, who lived in the hut nearby). It seems in the night they could hear the scream of the kid calling out for help, and his weeping soon after.
I am sure that their are other people - including me - who have felt presence even without seeing anything.