My brother does that sometimes. A couple weeks ago when we were in Florida, he got out of bed and walked over to the foot of the bed where my dad was sitting. My dad asked him whats wrong and my bro mumbled an answer. My dad said "what?" and my bro said, fairly clearly, "nothing". Then he went back to bed. It was kind of strange.
Last year, at band camp, a friend of mine got up, went downstairs to the guys floor and into the guys bathroom. Our instructor went down to get her and the instructor said "what are you doing?". My friend said "I had to go to the bathroom." Our instructor sent her back up to her room. She was asleep the entire time. The next morning she got up and was like "I had the strangest dream. I went downstairs and was in the guys bathroom. It was green." And the bathroom IS green. Kinda creepy.