I've had a lot of paranormal experiences in my life of ghosts, poltergeists, magic, etc. But I have never experienced sleep paralysis, only heard about it. That was until December 26th, 2005 (the day of the tsunami in Southeast Asia). I was living with my mom and little brother in Vancouver and was 22 at the time. I was having a dream that I approached a small white stone house in the jungle, it was a beautiful place, and in the doorway was a handsome young man wearing white Islamic robes, with his arms outstretched to me. I hugged him and woke up. I saw a figure of a man sitting against the wall near my feet (my head was partially covered by my blanket so I couldn't see clearly who it was), and thought it was the guy from my dream. I smiled and tried to say "asalamu alaikum" but nothing would come out. So I tried the simpler "salaam" but again nothing came out... And then I realized, what the hell Soma? That was a dream! So this person must be my little brother, and I haven't moved yet so he must think I'm still sleeping... So I'm going to scare him and suddenly jump up hahaha... but... I couldn't move!
Then I realized something else, the mattress I sleep on is against the door, so that means that when I'm sleeping, nobody can come into my room. So how can my brother get in... It must be a ghost! At this time it had been over a year since I'd seen a ghost. But thoughts of who the man on my bed was were soon replaced by worries of why I couldn't move. The thought of sleep paralysis didn't even cross my mind, I just panicked and thought that I must have something seriously wrong with me, so I tried to bang on the wall and tell my mom to call an ambulance, but I still couldn't move. The harder I tried to move my arm, there was a vibrating sound that kept getting louder and louder, until finally there was a 'pop' like after you go swimming and you have water in your ear, when it clears and you can hear again. I jumped up and the first thing I said was "Jesus Mary and Holy Saint Joseph" like an Irish person, even though I'm not Catholic, but I'm part Irish so I say this experience scared the bloody Irish out of me!
My second experience with sleep paralysis 6 months later is probably the scariest thing that's ever happened to me. Again it was in the morning, I woke up because my mom was laughing loud on the phone, so I asked her to keep it down because I was tired, and I went back to sleep. I woke up again and I could see a woman kneeling beside me. Her head was down so I couldn't see her face; she was wearing modern western clothing and a black hat, with long dark hair. Until this point, I have never believed in demons. But something was telling me this thing sitting next to me was a demon. I looked at the wall, and back, because I thought I must be hallucinating, I could see it SO clearly, I even stared at the hat thinking, I can see the stitching and the button in the hat in such detail, as if this was a real person. I kept looking at the wall and back and saying prayers in my head, along with "I'm not afraid of you" even though I was lol. When I said the prayer... The thing GROWLED at me! A low, evil growl. So I said a different prayer and I looked back, it was gone and I could move again. This time I jumped up and just said "fecking ell!" haha.
The third sleep paralysis episode was 2 months later, I'll write about that in a story entitled "otherworldly creatures..."
I totally relate to your comment! Your experience #1 feelings reminds me a lot of mine in the beginning (5 y/o). I did the whole screaming out thing. I was so sure you were going to say he did NOT hear you. I think that it is so interesting that he did hear! I wish you spoke more about what he saw and how he responded because whoever was around me at the time (several experiences) always said they saw/heard nothing.
My initial experiences were a couple of decades ago. I still have the sleep paralysis and lucid dreams, along with a host of other weird sleep things. It definitely does help to know we are not alone! I can attest that the fear associated with those experiences lessens over time as you learn how to address/control things...