This one I remember hearing about before. It's common across many countries to never open the door when something you don't know comes a knockin'. Opening the door is letting it in with permission.
Reminds me of something that happened to me a few months ago. My family came to visit me from out of state. One night, they got woken up by something knocking on my apartment door at 2:30am. They looked through the peephole - nothin' out there. But the door was still shaking. I didn't hear it, I'm a heavy sleeper. They told me in the morning. First thing I asked was if they opened the door. They said they didn't. Couldn't explain it, and told them not to pry into things we don't know about. Haven't heard anything similar since on my door, but then again, I am a heavy sleeper.