Early memory of the paranormal

Something took place in the night when I was very young. The event has never faded from my memory even after at least 70 years. I think it was my first encounter with the paranormal. At the time my bed was still in my parents room, so I could not have been more than 3 or 4 years old. I was moved in with my older brother by the time I was five, maybe before. The episode began with my being awakened by the voice of a little girl who stayed with her aunt and uncle next door. She called my name at least twice as it was this that woke me up I recall saying "What are you doing here?". It was the middle of the night and the girl would not be wondering around and even at my young age, I knew it. Then came the cryptic message, "Mary says to get up at Moon." As she said this she moved closer to my bed and then she just disappeared. My mother was awakened by the talking and wanted to know what was going on? I tried to tell her and she said I had just had a nightmare to go back to sleep. I was teased about it the next morning at breakfast, especially by my older brother who had his own bedroom. But my mother said, "He was talking about Donna Sue and even making up her answers". Whoa, no way was I talking for Donna and if this was a nightmare how did my mother hear two voices. This episode was so vivid that I have never forgotten it. Donna Sues mother remarried and Donna went back home to live. I even saw her wedding announcement, many years later, in the paper. I wonder sometimes why this episode has stayed with me. Dreams, if such it was, are usually forgotten quickly. Yet if this dream had any meaning, I'm totally in the dark as to what it might have been. I'm guessing this took place around 1942 or 43.