Has Anyone Ever Encountered The Floating Things?

This happened to me three times that I actually observed, at night. The first two occasions I was walking home, I looked up into the sky, not sure why but I did, possibly to see if it was cloudy or to see stars. I notices two 'floating' things that resembled white cloths that flapped in the wind (just like when you have some cloths on the washing line floating in the breeze). These things escorted me home. They were basically playing with each other like how kids play tag. I thought it may have been someone playing with flashlights but then I had to rule it out because they would have been circular. There isn't anything else about these things that I can say in terms of whether they had faces or bodies. I rushed home, they hovered playfully over the house on the window side where my bedroom was. I cowered in the room occasionally peeping outside to check and they eventually disappeared. I was scared but I kind of sensed they did not seem to mean any harm. I forgot about this for a couple of years and then I noticed it happened again recently. This time they were three things hovering and playing with each other while I sat on a deck at my friend's house. No spotlights and I was very sober and aware of what was happening in all instances. I am now trying to figure out why, or what or even if it may be something I need to address. I come from a background where sightings are considered bad so this does kind of unsettle me. However, the 'things' do not seem to be evil or bad but actually seem like a protective watch. Has anyone else ever encountered such a thing or similarly happened to them?