One of the necessary stages every human (usually) experiences during the transition from being awake to being in a dream. If you don't have this fortunate occurrence happen to you, you are a sleepwalker. It is a simply and smart mechanism to ensure you do not actually act out what you're doing in your dreams. You do tend to believe your dreams are real while you're in them, right? This closes down the bridge of transmitting your apparent physical actions in your dreams to your physical body outside of the dream.
Most people who become aware of sleep paralysis while it's happening become terrified of it, try to escape it, and become irate when others bring it up. This is ridiculous when you think about it. If it didn't happen, you would sleepwalk. And whether you become aware of it or not, it happens every time you rest. The really good news is that if you become aware of it happening, you are given a unique opportunity. You can RELAX and let it happen, like a film trailer you don't care for, and stay aware until you are in the dream itself, making it... lucid!
Lucid dreaming is the key. The other option is to senselessly struggle, and think it's some strange demonic thing. Kind of like taking the red pill or the blue pill.