I've had sleep paralysis pretty frequently over the years during afternoon naps. For me it's always the same: someone is calling out to me, but I can't respond or get up because I'm paralyzed. Usually I realize what's going on before too long, and it's not a big deal. But this past Monday, for the first time ever, I managed to not only realize what was going on, but close my eyes, concentrate on my hypnogogic imagery, and transform it into a lucid dream. If you can pull that off, I'd highly recommend it.
I have been able to create a similar phenomenon during very deep mediation. I would turn on a shower for white noise, then concentrate on just relaxing....eventually I would find myself in a very strange dreamlike, yet stil awake state. It was AMAZING!!! After "waking" I would feel enormously refreshed and energetic....