* Formal: "Merci de m'avoir réveillé." (Thank you for waking me up.)
* Informal: "Merci de m'avoir réveillé." (Thank you for waking me up.)
* If someone woke you up intentionally: "Merci de m'avoir réveillé, j'étais vraiment fatigué." (Thank you for waking me up, I was really tired.)
* If someone woke you up accidentally: "Pas de problème, ça arrive." (No problem, it happens.)
The best choice will depend on your relationship with the person who woke you up and the situation.