It's like a false awakening but you sense someone else is there touching you. I had this a few days ago. It's a dual state of awareness where you are in a dream, but are aware of your real body too. And the 'touching' of your body is the brain interpreting mixed signals as your physical body is getting paralyzed with muscle atonia (Sleep Paralysis), but you also sense a dream body at the same time. And in that state we can attribute the feelings to someone else as if they are poking us or even sitting on us.
That's my theory anyway. If it happens again, get up and walk around. It could be the start of an OBE-type lucid dream.
If we all lucid dreamed this world would be a better place.