Glad you are exploring. Just think - many people go their whole lives just taking care of business and never getting around to knowing God. And, many know him impersonally as a force, or "mother nature" or whatever, though he's there for anyone and everyone.
I think a lot of the physical stuff I'm dealing with is related to things God wants me to learn about also. For example I think the holding in of unforgiveness for years is holding back my relationwhip with him and also my physical healing, so I am working on becoming more yielded to giving up whatever bad ideas or attitudes that don't please him and hindering my life/healing. So, I'm hoping to see fruit from this soon.
About the "lady". I still remember when I saw the movie "The Exorcist" a long time ago. I was SOOO scared, I couldn't sleep at night. It basically scared me into seeking when I was in college. I guess maybe that was how God drew my attention, among other things. Another strange thing that happened is I would often do yoga exercises late at night alone in my apartment and kept getting the impression that I was not "alone", along with a really creepy feeling. (insert Twilight Zone music..) And, I would keep looking around, but seeing nothing in the room, and would continue to feel very uncomfortable until I quit doing the yoga. Turns out, I believe I was inviting bad things into my apartment by doing the yoga, and by a general interest in the occult side of the spiritual. So, maybe you were just allowed to see into the spiritual realm and see what was really there. She could have been a bad spirit, (since thats what you sensed), like a spirit of infirmity that had been in charge of making you sick or oppressing you in some way (a complete guess). I've known 3 or 4 people who have these types of gifts of seeing into the spritual realm, and they probably would have a better idea of what to say. Some of them say they've seen good things, like angels, representing the other side of the good/evil spectrum. :)So, stuff like this is not all that uncommon, if it makes you feel any better. You can be shown whatever God wants you to know. Most of us have been raised based on scientific thought, to think that we are alone, or that there is no unseen realm. Since I don't know your background, in case you don't already know, these spiritual gifts from God are mentioned in I Corinthians 12 verse 8 and 10, etc. Take care now.