Sleep Paralysis?
sleep and lucid dreaming will never make you permanently paralyzed, and I find it slightly hilarious that you appear to have assumed as much.
If you ever wake up or otherwise become aware while you're still in sleep paralysis (which I've done many times unrelated to lucid dreaming), it can be a little scary, but all you have to do is either let yourself fall back asleep for a while or focus a bit and jerk yourself awake. There is no "risk" to it.