I think that when we sleep we are much more receptive to other frequencies of vibrations (such as sound) that we aren't when awake. Your brain waves change when you are falling asleep. I agree that hearing voices is not as unusual as it seems. I do not think that you are in any danger, especially because this is happening when you are tired/falling asleep. I have heard voices while half asleep, and while waking up. (When I was a teenager I once forgot my name completely after a dream and woke up with a voice right next to my ear telling me my name--at first I didn't even believe it was my name! It was so weird. But I've also felt people in the room with me when half asleep)

I agree that if these voices are disturbing you, you can ask them what they want or ask for them to leave. You always have that power as long as you are aware of it.