Guys... help! I'm playing Daggerfall and I went out late at night. When you know who showed up, I ran for the nearby inn but it won't let me sleep it says there are enemies nearby.

Did you remember to get a room? If you try to rest without a room inside a city, regardless of being inside a buildning of any kind the guards will come. Walk a bit around. If you hear someone say "halt! halt! halt! halt!", then you have a guard on your ass. Then you have two options: run out of the city/province (not sure) or go to the guard and get arrested. Alternatively you could attack them, but that is not a good idea.
However if it is not a guard, then check your mission log. Some missions make different kinds of enemies attack you at random.
Apart from that I've got no idea though.

I think he means he was in the city of Daggerfall a bit too late, and the ghost of Lysandis showed up, who he ran from, but can't sleep the night out because the ghost is hanging out outside the inn.

It's OK if the ghost is outside. If he can't sleep in the inn because of monsters, then there is something INSIDE the tavern. Search through the area and find and kill it. Then you can sleep after you buy a room.

Not necessarily. Back when DF was still current, I remember trying to sleep at an inn (After having the room for several days, with several days left on the ticker), only to have the enemies nearby error keep popping up. I go outside, and there's a wearboar wandering around outside. I kill it, then have no problem sleeping. I don't remember if I had a mission active, but I know that it was inside a walled city in the desert provinces.

EDIT: It might have something to the enemy having targeted your character before you go in the inn.

unfinished business ... you better hope that whatever has targetted you is within your character's ability to demolish or you are goint to have to return ot an earlier existance

Or just run like the bajesus.

Haha, that vengeance think scared the hell out of me too I was walking to an inn, and I hear "VENGEANCE!!!" then a wraith came and 1 hitted me lol.

Heh.

Makes me remember the first time I tried to go out in the city at night, more than 10 years ago, when I got one of those "protect the object" quests from the Mages Guild. Jesus, I still remember that the volume was all the way up and then I heard the damn voice. I think I almost had a heart attack.

That's why I love this game