Hearing things that aren't there

I think i've been hearing things that aren't there as a consequence of my anxiety and some bad things that happened to me. Does anyone else experience this? How do you know if it's real or not?

I complained to a neighbour about hearing them listening outside my door but I think that I might have been imagining it and i'm feeling terrible and really, really embarrassed. Do you think this is a big deal? I apologised to them of course but I keep thinking i'm going to be kicked out or something. I feel really crazy