Mind Altering History

Changing the past by subconscious. 

In the event people are capable of changing their past by observing it differently, we begin to notice how encounters with cryptid beings and spiritual apparitions could take form as manifestations the subconscious believes to exist, alerting the conscious mind to their presence. It could explain why human artifacts have been discovered in places which seem otherwise impossible by current perception. Fossilized footprints, modern tools embedded in ancient rocks, nails and bullets entrapped in amber. All explainable by a proposed strange and twisted ability of human conscious to affect our past beyond comprehension.

Perhaps this concept might also explain conditions such as sleep paralysis which in extreme cases can produce out of body experiences lasting for hours. People experiencing sleep paralysis report seeing shadowy intruders, describing them in a very similar fashion to hostile alien abduction stories without the experimentation aspect. 

Witnessing odd figures during the incidents are often accompanied with a strong pressure on the chest, or a general feeling the entity is pinning the person down. Science has a decent understanding as far as how sleep paralysis affects neurons in the brain and knows of a few catalysts responsible for invoking the condition. The realm linking human conscious to these events remains largely unexplored beyond that of stress or environmental factors.

Ancient lore in at least ten cultures associates night paralysis specifically with demon encounters. They tend to believe an alternate realm or spiritual place is attempting to communicate with them during sleep, and in some cases this means a deceased relative trying to relay important information. Often the event is frightening to observers, who believe they're truly witnessing an alternative reality, pinning them into a helpless position. This feeling would be terrifying to anyone awake in the middle of the day, left with full body paralysis unexpectedly, only able to move their eyes. It's quite possible paralytic episodes provide a glimpse into the mind's stimulated creation process.