I suggest you give this and any other stones you sleep with a thorough, thorough cleansing before trying them again. The simplest method is putting the stone out into the sunshine for a few hours or into the moonlight overnight.
If you search the threads in this forum, you'll find lots of good ideas for psychically cleansing your stones.
I've had good luck with amethyst, but there are threads here where folks have reported bad experiences with sleeping with amethyst. Also, you might consider sleeping with one stone at a time rather than with a bunch until you find out how each one affects you.
Personally, I got what felt very much like a hangover (fuzzy, unable to think or see clearly) after the first time I slept with a large crystal cluster under my pillow. This reaction went away as I got used to sleeping with this stone.
It sounds like your amethyst gave you extra awareness of your neighbor's noise as well as her mental state. The blue, opalescent and purple stones tend to open you to psychic phenomena. This can be detramental if you are already a sensitive person. Best to use them while you are meditating where you have more control over the input. Or, you might want to combine amethyst with a protective stone like marcasite (hint, hint), hematite, obsidian, garnet, etc.
You can "break in" a stone by holding the stone and relaxing. Try visualizing your favorite, peaceful place. Maybe picture yourself on Keigh's deck??? (lol) Sit with your stone for no more than 1/2 hour at first. Then go slowly to an hour. You don't have to visualize the whole time. Just sit peacefully, hold the stone, read, think, etc. Think about the stone, look at it, etc as well. Once you've gotten to know each other, only then try sleeping with it. Hope this helps.