I never before had an experience like this in terms that it was like i am dreaming but not quite...like with open eyes...or something. Dream to me seemed also relatively short, in dream state and reality. It was also very "clear", not abstract and "dream like" like most of my dreams, almost like real.

The dream itself is quite simple. I am looking at a closed window of my bedroom and in it there is a giant spider on the other side. He is big as a window, covering him all. He is looking at me but cant come in because the window is closed. I'm terrified of it and want to run away from my bedroom not to look at it but something is drawing me and i cant look back.  I  am going towards the door but like in a dream its like I cant go out, something is slowing my motion. And there i woke up. And when I woke up I was looking right at that same window.

Your post sounds like a textbook description of a confusional arousal, a common sleep disorder which is nicely explained on this website.  Here are some links to pages on this site which will not only confirm that for you, but will describe the cause and the easy "cure."  

Definition of a spider in dreams: dreamdoctor.com/index.php?option=com_dre...ls&id=1739&Itemid=24

Confusional Arousals: dreamdoctor.com/index.php?option=com_content&view=article&id=82

I don't sleepwalk, never did and I'm in my 30s 
I doubt i have that thing because this is the first time I had a dream like this unless I'm developing it just now. I was in my bed when I awoke, like in a dream i described.

Just because you've never sleep walked (or sleep talked, for that matter) doesn't mean that your experience of a spider in the bedroom is not a confusional arousal.  There are number of different symptoms you can read about at the second link, and this is just one of them. It occurs when you are stuck between sleep and waking. It can occur at any age. Being in the dark and/or in the bedroom when you "see" the spider and being terrified are the big clues. There's much more on this website about it, including a video on the homepage, podcasts, and examples from other dreamers, all of which you can find in the search engine.

That having been said, only you can validate the meaning of dream/experience.

Anyway, hope that helps. Stay safe.