[simon_weber]

I experience sleep paralysis often after starting study of lucid dreaming. For me, though, it is rarely the terrifying experience the OP describes. In fact, since it's such an easy situation to identify, I tend to become lucid immediately. Don't let this scare you if you're looking to start lucid dreaming.

There are also tricks you can use to escape. For me, scrunching my face and wiggling my toes always worked consistently.

[ChickeNES]

Yeah, I've had it happen to me once or twice while waking up in the middle of a lucid dream. I knew what it was so it wasn't all that scary, though if I hadn't I think I would have freaked out.