Sahih Bukhari Volume 4, Book 54, Hadith Number 461.

Narated By Jabir bin ‘Abdullah : That he heard the Prophet saying, “The Divine Inspiration was delayed for a short period but suddenly, as I was walking. I heard a voice in the sky, and when I looked up towards the sky, to my surprise, I saw the angel who had come to me in the Hira Cave, and he was sitting on a chair in between the sky and the earth. I was so frightened by him that I fell on the ground and came to my family and said (to them), ‘Cover me! (with a blanket), cover me!’ Then Allah sent the Revelation: “O, You wrapped up (In a blanket)! (Arise and warn! And your Lord magnify And keep pure your garments, And desert the idols.” (74.1-5)