I really want to get into lucid dreaming because I've had a few before (usually I feel like I can wake up any time I want and like I have some measure of control over dreams). It hasn't happened in a while though. I've also had problems with sleep paralysis in the past, both waking up into it and lapsing into it while trying to fall asleep.
Once again, there is no problem with sleep paralysis. You go into SP because if you did not, you'd thrash in your sleep while you dream, like dogs and cats do. This is simply a preventative method. In fact, for WILDing, the most conscious form of Lucid Dreaming, you need to be conscious throughout all of SP.
That all said, SP is a terrifying thing if you don't know what to expect. First, you will feel like your body is shaking. Secondly, you'll hear audio hallucinations. Third, you will feel like you are being sat on (all these actually explain away stories of possession).
- The shaking is part of the bodies method of shutting down your system. Right before experiencing that, you will have the insatiable urge to move. If you ignore this, you will enter SP.
- Hypnogogia is a mental state where you are between consciousness and sleep. During this, you will see images that are really cool. I once soft dolphins being poured out of a coffee pot, which looked neat. There are also audio hallucinations. These will scare you, but they are your body's final check to make sure you are sleeping. My last experience had the phone ringing. I ignored this figuring that since my wife didn't move, it was a hallucination. Then, as I am falling into the sleep phase, I hear a voice whisper my name. The voice wasn't my wife's. Fighting every urge to scream and wake up, I kept going until I got into a very vivid lucid dream, but I was unable to move (more on this late). Some people have reported a terrific roaring sound, and others have heard unearthly screaming. Just mentally prepare yourself for it.
- The melting into the bed/pressure is something I haven't felt lucidly. I can remember kind of feeling it, but it may have been my losing consciousness. This is supposed to feel quite strange.
Also I've heard that taking the supplement ZMA makes your dreams really vivid. It's apparently a good weight lifting supplement too.
There are PLENTY supplements that work towards increasing dream vividness, including but not limited to, B6, GABA, and 5HTP. I tend to only stick to natural supplements if I do take them, but I try not to make it a regularly thing so my lucid dreaming isn't reliant on supplements. They do help in a dry spot, and most are completely legal and safe.