My cat once kept staring at a 'window' that was not there: we had moved into our new house, and the light that peeked in from the 'real' window would reflect on the wall above our bed, and DID kinda look like a square window above our bed. For several nights my kitty (Kedi) would sit on the bed at night and stare at this imaginary window, obviously wanting to make his get-away. Then one night I woke up just in time to see him leap up at it like he thought he would go through..........well, all it was is a wall, which he found out very quickly. He did not get hurt a bit (just his pride) and I could not stop laughing for quite some time.
Cats.....gotta LOVE them!