Since having Joslyn, both Patrick and I have woken up thinking that she is in our bed with us. We wake up and start feeling around to find her in all the bedding and when we can't we freak out a little, until we realize that she is in her crib, perfectly fine.
What is interesting about this, is that we have never once let her sleep in our bed. Not even during the day. Sure we will nap together on the couch, (don't tell our pediatrician) but never in the bed.
So why then do we wake up thinking she is there with us? Its probably just the sleep deprivation.