My dog chased a figment of my imagination.

So my dog, this little puppy I got a few months ago, always barks at absolutely nothing. Like, it'll be absolutely silent and he will just start barking at an empty room or at the wall or at a can of soup on the floor. And He plays like he is playing with another dog too. But there is no other dog when he does it. I didn't think anything of it until I saw out of the corner of my eye, a little flit of light or something he was chasing. It looked like a fly but made of that stuff you see in the corner of your vision but then it disappears when you look at it, and it did fade away as soon as I looked at it. It was the weirdest fuckin thing. And my dog chased it down the hall, or down the path that it would have been traveling if it had still been there. He even stopped at the wall and tried to dig between the edge of the walls and the carpet. I'm kinda weirded out... Do I need to call a priest to get this dog exorcised? I'm not trolling you guys, I swear. I don't know if I imagined it or what... But the dog saw it too. Or maybe it's one of those weird things like when your alarm clock goes off and it becomes a part of your Dream before you wake up. But it was a hallucination? Or maybe my house is haunted... Is this normal?