sounds like lucid dreaming mate, you are asleep, but feel alert and conscious of your environment (which is subject to the usual surreal nature of dreaming)?, sleep paralysis is default when humans sleep (it prevents the body acting out whatever is occurring in the dream, a safeguard to falling out of our tree or attracting predators during those evolutionary steps, kicking the missus whilst scoring the winner at anfield and the likes, etc, it's frightening to you because your actually 'awake within the dream' so I wouldn't worry about that (it's actually the small minority of people who don't go into paralysis that should be worried, waking up with dislocated arms and all sorts)... apparently you can kind of train yourself to realize you are dreaming and take control of the unfolding dream.... like flying like a bird or going into space, or more probably making a beeline to Sasha Grey's bedroom and stuff!!!... read a bit about it back in uni, astral projection is pseudo science so forget about that rubbish, sleep apnea probably require a trip to the doctor cause thats fairly serious