I've experienced sleep paralysis - it occurred at a time in my life which I'd rather forget. Even though what I experienced frightened me.. I'd like to think of it as a wake-up call (in a positive way), because during that time I was in a pretty bad state. Anyone who reads this is gonna think I'm mental or delusional or something.. but this is what happened.
I was really depressed during that time. I isolated myself from the rest of the world for nearly two years.. after a year, my parents pretty much gave up on me, I had no one to talk to.. no one that really cared anyway. High school had just ended the previous year and I fell short of getting the marks that I needed to get into uni. Nothing was going right in my life, I felt I was going nowhere and I had nothing to live for. I wasn't eating right (if at all), and when I did eat, it was at weird times - same with my sleeping habits. I would constantly think about ending my life.. wishing I could just go to sleep and never wake up. Of course, I never really attempted suicide or anything - didn't have the guts.
Then one night, I went to bed quite late (early morning) and I'm lying there on my back about to drift off to sleep.. when I open my eyes and to my left, I see this dark hooded figure there, faceless, cloaked in black - looking at me. I couldn't move and I started shivering slightly. I was so bloody scared, seriously, it was like death was standing right there. After a while.. which felt like forever, I was able to close my eyes. I never went back to sleep; I hid under the covers. Throughout the rest of the night, I was wide awake.. because I had a strong presence of something still standing there and watching me from the corner of the room - but I didn't dare look. I didn't get up until I was completely sure that it was morning. Even then.. I struggled to drag myself out of bed.
Like I said, the experience was frightening, but I think it was something that I needed.. if that makes any sense. After it happened, I started to get my life together and got myself out of that depressive state. Well, that was about five years ago now, haven't experienced anything similar since.. hopefully won't in future. But still remember it as if it happened yesterday.