I've twice had a nosebleed in my sleep. That one's messy.
Then there's the occasional crippling leg cramp. It's a strange and disturbing feeling, drifting back to consciousness whilst in blinding agony, to find yourself hunched on the floor and gripping the bed frame for support...

Sleep-talking people can be entertaining, though, especially if they're in the state of mind where they'll answer any question truthfully.