Sleep Paralysis

In normal sleep pattern the sleeper experiences different levels and types of sleep. Rapid Eye Movement (REM) sleep is one of these.
In this state the eyes move rapidly about as though the dreamer is watching something.

During this phase of sleep most of the sleeper's muscles are normally disengaged by a process of natural paralysis.
If they are not then the sleeper may move about, cry out, scream etc. in his or her dreams.
We are all familiar with watching pet cats and dogs running as though hunting and chasing in their dreams - but not capable of purposeful movement.

Waking suddenly in this state can leave the body apparently paralysed, which in itself is frightening, however the mind is often still in a dream like state although awake so it can be accompanied by hallucinatory experience, often the sensation that someone or something frightening is in the room.

Sleep paralysis is also more frequently experienced by people who are already suffering from anxiety or related states.
Sometimes the visions can be influence by the thoughts of the subject - as in lucid dreaming.
This could be a one off occurrence but some it is a frequent experience.
Fighting the sensation increases the fear as one is unable to move or sit or return to normal waking.

Before uncovering 'memories'of abduction many people experience this.