I was lucky enough to have read about that before the one time it happened to me. So I wasn't scared. I just thought, So this is sleep paralysis. Since then I've read that lucid dreamers often try to force themselves into sleep paralysis, as it's the first stop to the sandman's brooding realm. The next time it happens to you, you should try for a Feynman-style lucid dream. It could be fun.
I attempted to do this on a few occasions, but I don't know if it really worked. It wouldn't have worked during the middle period during which I was experiencing sleep paralysis attacks, where I was also clenching my teeth, and I could feel my teeth clenching. It felt like my teeth were going to explode. Very unpleasant.
P/S/A: There are single sentences which can create life-changing amounts of difference.