What does it mean when you see someone jumping/hanging in/through ur window in your dream?

I'm not a fan of dream interpreters that only provide astrological, "spiritual" or other guidance.

They're your dreams, and your dreams express your thoughts, experiences and feelings.

So what do those things mean to you?

You stated that it seemed like the thing hanging in or jumping into your window meant you harm.

What made you think it meant harm?  Why would it want to harm you?  Does it remind you of anything in your past?  Feelings?  Experiences?

After more than 20 years of trying to understand my dreams, I came to the conclusion that how I felt throughout the dream and what it reminded me of in my past were the "meaning."

Analysis along the lines of asking myself the questions I've just asked you hasn't failed me once.  That doesn't means it always gives me immediate clarity.  It's just a method of starting to ask questions about your personal experiences that can lead to answers that only you have.

Best of luck.

Be mindful of the horror movie junk you've been watching and your friends 

The dream might mean not to jump to conclusions about others because faulty assumptions about others are a form of self sabotage, even if the consequences are not obvious in the immediate future. 

The dream's intent is to inspire a reaction. 

A nightmare's purpose is to propel you into action and move you out of inertia. 

These types of dreams are there to warn/alert you of urgent matters in your life which need  taking care of.  This could be health, financial, relationships, any number of things, but it's urgent.

Anxiety dream. Repressed fears are breaking through into conscious awareness. Make a list of your fears and discuss them with a trusted other.