Been happening to me every night for months.
I'd fall asleep and notice that I'm dreaming and that's when the nightmare starts. I'd get an eerie vibe in my dream and sooner than I'd imagine it's a full blown nightmare. A few moments later I'd wake up but can't move I used to try breaking free but I can only jolt my body.. and whenever I do move it feels like I'm being pulled down and like someone's shaking whatever I'm trying to move.
I remember my first time having sleep paralysis, when I was 15, I woke up while sleeping on my side and I remember seeing the back of a cut and beat up girl on my bed, and she turned around and it looked like the girl from the exorcist. Scared me shitless.
Lately I've been trying to fall back asleep when in SP, even trying to control my thoughts. I've never been able to fall asleep until I burst my way out of it. What I try to think about whenever I'm in SP is my pet fish. It works sometimes, but sometimes you just can't kick the fear