Sleep paralysis. Yup.
Its basically you wake up in the middle of your sleep, but you can't move at all because your brain pumps this one fluid thingy thru your body that stops you from acting out your entire dream in your sleep. So if not being able to move at all isn't scary enough, you start seeing these weird sort of foggy figures about to do something to you. And you can't move to defend yourself at all. You just helplessly watch as they do whatever your having the nightmare about. Pretty scary stuff.
Its only scary because you think it is. My sleep paralysis was just my dad chechking on me. I called out his name because I wanted to get up but I couldn't move. He didn't reply though. I've heard of paralysis where people see ponies and crap. Just calm down dude.
Some people do this for fun so they can achieve an out of body experience(a pseudo experience where your spirit comes out of your body, like a ghost) at this point you are able to roam around your house(like a ghost) and such; more boring than a lucid dream. When I lucid dream its so damn fun.