I've tried to have lucid dreams before and after a while I just sort of gave up. The closest I came when I was in the girls locker, and then I was like "holy sh*t I'm in the girls locker" but for some reason I immediately woke up. I was pretty pissed and I stop trying. This thread makes me want to see if I can actually accomplish it.
As for Sleep Paralysis, it has happened a few times to me, and it's literally the worst feeling ever.I woke up, but I couldn't physically do anything, I was under a blanket but I couldn't get it off of me and I felt like I was suffocating. I eventually just slowly slid through until I made it off the bed. It hasn't happened recently though.