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What do you think that light was in my bedroom window (it made me paranoid)?

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About 30 minutes ago I heard a faint thumping/bumping/rumbling noise and wasn't sure what it was and couldn't hear enough. Then within a few minutes after that and when I tried laying down to go to sleep, I had noticed a concentrated, roundish, but small and bright blue light shining through my bedroom window. It looked like it slowly moved to the side and as it did it disappeared and it only lasted for a minute or two. It creeped me out and I thought it may have been someone spying on me or something. Also in the beginning of this past January around 10pm I heard a noise outside my window and that following morning I looked by my window and seen bare human footprints that looked like they came from the woods. Then last week, my grandma thought she heard someone banging on her backdoor at 8am and my mom also heard something close to midnight that sounded like something or someone was walking on metal or something hard and it sounded heavy. What do you think is going on? I told my mother about it but she told me not to worry about it and nobody can get through the dead-bolt locks on the doors.