I have had similar experiences...I will be nearly asleep, and I'll "hear" my name, but usually I know that it wasn't real.
When I was younger, I would "hear" someone calling me, and once I came running down the stairs to see what my mom wanted...she said she hadn't called, and then told me the story of Samuel in the temple...for a few years afterwards, whenever I'd hear my name at night, I'd say, "Yes, Lord, I'm listening; what is it?"
