Many people have experienced the phenomenon of sleep paralysis and have been quite frightened by it. But as you see in this video, it doesn't have to be that way. Usually, the paralysis is due to the fact that during REM sleep (the stage we tend to have our most intense, memorable dreams) we are naturally paralyzed anyway to prevent us from getting up and enacting these more intense dreams. So that is a good thing! We wouldn't want you ACTUALLY walking down your street naked, now would we?
Here are some people's accounts of their experiences: