I don't like sleep paralysis. It's like lucid dreaming's malign twin brother.
When you sleep, your body puts out a chemical to all parts of your body to prohibit movement so that the sleeper cannot do anything stupid while they sleep(like falling down a staircase or driving to your local Wal-Mart to buy toilet paper made in China). It's a genius mechanism, though it has its glitches. Sometimes your body senses sleep when you're just holding on to the last vestiges of consciousness, and it deploys the chemical. You're essentially paralyzed until you snap out of it(unless you embrace the effect, it wakes you up pretty quick), and your brain sort of projects your dreams on to your conscious environment and you're trapped in a kind of half-dreaming state. The chemical eventually wears off and the shadowy figures of your dreams dissipate, leaving you bolt-upright in your bed in a cold sweat. Not fun, especially because it tends to happen many times in one night if you let it happen once.