It was Clara's hand on the doctors leg that started his fears, and yet everyone else has also had the same experience as was shown in the beginning and the creatures under the bed looked human from the look of their arms and hands so they could be trapped in time for some reason or it could be the Doctor himself perpetuating the fear but he said that Everyone had a some point had the dream too. 

So although from the blur it looked like a sontaran, it actually looked taller and its head was smaller under the blanket..and it moved fast and stole the blanket. 

I think that it will be explained later on in the series.

Plus, we now have the Toy Soldier sub plot, the fact that Rupert and Clara obviously get together and the end of all things in the universe...there's a lot more to come!