I had no closet, but I was regularly kept awake.
The house was very old and creaky, and the wooden box-sash windows were loose in their frames in my parent's bedroom next to mine so I was always imagining that the banging of the window was someone trying to get in, or that a floorboard that was creaking with the general movement of the house was a burglar or knife-wielding maniac.
Not entirely unlikely either. we had huge roof-like outcroppings just below the windows on the first and second floors and I was always climbing out onto them as a child so it was a natural progression for me to imagine someone being able to get in that way.