If they're only out of the corner of your eyes, or when your view changes like, as you said, going around a corner, then it's probably not something to worry about very much. It's pretty common, I think, and most likely happens when you're under some kind of stress.
To be honest, I'm a (cautious) believer in spirit/whatever word you'd like to use-type paranormal things, but I don't think this has anything to do with that or with mental illness. I experience this myself... it happens usually when I first walk through a doorway or turn a corner, or turn my head quickly, and it's always almost just out of my vision then vanishes. I think it's some kind of visual/mental misinterpretation of what's in your peripheral, and vanishes as your brain catches up with the data and interprets more correctly what is there. Who knows where your particular impression of the image comes from -- the brain is mysterious! 8D
When I was under very heavy stress a couple years ago, I used to wake up and think I saw a Native American man dressed for war standing at the foot of my bed, but when I looked directly where he was standing, he was never there, hahaha. I knew it wasn't real, I didn't even sense a presence from it, just accepted it as my brain going "aldjeoirjsdlkjfgalskj" from stress.
Psychopompos mentioned sleep paralysis, and this can DEFINITELY explain what you see upon waking up. I have chronic sleep paralysis and while I can't usually open my eyes during it, when I can I have seen different kinds of figures standing near me or over me. It can be very, very scary because it looks real and you are in that sleepy dream-state of mind, groggy, and you can't move. But the visuals can happen even without paralysis.
If it really begins to bother you, I would talk to someone who really knows about it, but once you realise nothing is actually there you can learn to almost ignore it -- or at least not feel freaked out. :B