To remember your dreams, you must Vivid Dream which randomly happens at times. I think one way to Lucid dream is to be aware that your dreaming Then you'll be able to control that dream. Also, read this Lucid Dreaming Discussion thread. If you do Lucid dream, you risk getting that scary as forget Sleep Paralysis.
I wonder what happens if you did lucid dreaming during the day and went into sleep paralysis.
The same...?
but would you still see dark figures or what
You can also see other random stuff and you wont be able to breathe or move for a brief moment
Definitely not trying that stuff!