That's somewhat similar to something I've been experiencing for a long time. Whenever I'm about half way between sleep and consciousness I hear people talking. Usually about me, sometimes at me. I've tried to talk back, but that wakes me up and then I don't hear anything. I always figured it was in my head since I've never heard of anything similar (course, that doesn't mean a whole lot now that I think about it.)

When I was a kid I used to see hazy silhouettes, one of a green man and one of a read woman when I'd wake up in the middle of the night. The man was always standing on the other side of the room and woman was either sitting at the foot of my bed or standing with him. The woman would tell me it's OK and that I should go back to sleep when she would sit at the foot of my bed. Otherwise she'd be silent. I figured these were dreams, but now I'm not so sure.

As I've never really found a resolution to these I really can't offer any advice, sorry. Only things I can think of would be to, like others have suggested, try talking to them, or try and remember their conversations better.