Lucid Dreaming sounds fascinating! Sleep paralysis sounds terrifying!
I'd love to be able to have lucid dreams, but I wonder what affect they'd have on your conscience. i.e. Sometimes if I do something bad in a dream, I wake up and can reassure myself that it was just a dream and wasn't really me, but what if you're consciously able to do something that you shouldn't in a dream. Would you feel guilty afterwards? Also, is it possible that the feeling of consciousness within the dream is actually an illusion, or are you sure that you really are conscious within the dream? I also wonder a lot about the way a persons dream world reacts to them consciously manipulating it. i.e. is there a struggle? When you move things around does your subconscious move them back? or are you free to create your own universes when lucid dreaming? Also, in dreams your mind and body thinks your dreams are real and so react very powerfully, but if you're consciously aware of what you're doing, does that make the feelings less powerful, like in a virtual reality game or something? It's so fascinating!
The only experience I've ever had in the sleep paralysis area, was when I was a teenager I dreamt that my room was actually a cabin on a ship, and I was trapped in it. But then I actually phsyically opened my eyes but continued to dream, and I still believed that I was trapped in my room and had to get out but I couldn't move, until suddenly I forced my arm to lift up and I smashed it through the window next to my bed and totally cut my right hand up. I still didn't fully come out of the dream until we were on our way to the hospital! I still have the scar to prove it too!