I second fractal enchantment's advice (and the others who said similar things)!

I had a very unpleasant experience once when I had a lucid dream that my consciousness was being taken over by some kind of malevolent entity. I forced myself to wake up to escape from it's takeover, only to realise that I hadn't woken up and it was creeping into me again...after a while I did manage to wake up, and was too terrified to go back to sleep.  Fortunately it only happened once; I'm sure if it was a regular occurrence I would find it very debilitating - not least because lack of sleep completely messes me up emotionally.

Whatever these things are; sleep paralysis, evil entities...? In the material realm they can only have the power that you give them - and they will try to trick or frighten you into letting them use/feed on your energy, but ultimately you do have the power to resist

Good luck with dealing with this