Sleep paralysis, lucid dreaming, and similar phenomena can be frightening, but in actuality are almost always harmless. I've had both for so long I now view them as, depending on the particulars, unsettling, nuisance, and sometimes even interesting. I've found it's helped immensely to read up on them to understand what's happening, that it is harmless, and what to do (if anything really needs to be done) - it usually passes within moments, though it may seem longer while it's happening!

Google: sleep paralysis
Google: lucid dreaming
Google: hypnagogia

IME, the lucid dreaming can be helpful since you're aware that it's only a dream, and as such, cannot harm you.

I get it - it scared me too at first. I'm just saying that over time it's something that can be gotten used to and dismissed, even though it can still be a nuisance. It's the fear itself that's really most unsettling.

Lucid dreaming.... I've even learned to have some fun with that - or at least try to.

Doc