I've heard this, but now, that I am suffering insomnia, I'm beginning to believe it has some basis in fact. I fall asleep well enough, but sure enough, 3:00 am and my mind starts calculating the fate of the world. It's not one thing I think about. Does anyone else have this problem?
What I heard is that's the time the mind is most vulnerable, and demons prey upon your weakness. This is a terrible thought, but you could set your clock to my wake up time, but I don't need to be up at 3:00 am.