Yes

Um, I also get this? Is this something with depression???

Could it be pareidolia? Perhaps you do see something in the corner of your eye, and your brain automatically wants to give it meaning / pattern?

I have had that happen (mostly in high school) when I was under a lot of stress and was consistently running on little sleep. There are many things that could cause such things but if you are aware that they are not really there its not TOO concerning. Especially the corner of the eye part. Everyone's brain tries to make sense of things that are in your peripheral and easily makes mistakes. Considering that, if your brain is not it top shape those guesses your brain if making can easily slip into more paranoid ideas like bugs or whatever