When I first started experiencing sleep paralysis, I asked same question like this too. Most of my dreams were about being awake and feeling like I was being held down by a ghost. Sometimes, I’d see a person at the end of my bed or I’d feel like I was levitating like in those paranormal movies. I would always talk about God or tell them that this was my house and that they needed to leave. At first, I thought my house was haunted or that a ghost was following me around. But I realized that I was just experiencing sleep paralysis.
If you continue dreaming like this, I suggest you buy a dreamcatcher. The good dreams know how to pass through the dream catcher, slipping through the outer holes and slide down, The bad dreams not knowing the way get tangled in the dream catcher and perish with the first light of the new day. I actually gave this a try and bought one. I completely convinced myself that it would block out bad dreams and it worked. Sometimes when I manage to wake up from sleep paralysis, I play soothing music so it can calm me. Also, try to notice differences in your dream compared to real life. This might trigger you to wake up or help you manipulate your dream into a good one.