Spoke about it before on here, but I used to have sleep paralysis quite a bit. It was usually when I was really tired or had a lot going on in my life at the time. I usually woke up but completely paralysed and dreamt about people walking around the room, looking at me, whispering in my ear and stuff. Terrified me the first few times, but soon realised I could just calm down to snap out of it or go back to sleep.
I used to get the lucid dreaming thing loads when I was a kid, most of my dreams I'd know I was dreaming and I could do whatever I wanted, but I couldn't control what was happening in my dream, if that makes sense? I'd still get attacked by giant marshmallow sheep, or whatever.