They’ll be lying in bed. They may have just gone to bed, or it may be later on in the night and they will experience the inability to move. Then often, they will realize there is a presence in the room with them, a ghost, hag, alien, or demon. This creature may be stating at them, sitting on them, holding them down, harming them, and/or molesting them.
It’s a horrifying experience, then the victim wakes and the entity is gone, along with any evidence they were there. Because for all practical purposes, they weren’t. The victim has just experienced a level of semi-consciousness in which they were partially awake, but still dreaming and still paralyzed by the chemicals that keep us from acting out our dreams and hurting ourselves.
While it’s possible that the stress, and consequent sleep deprivation, from a haunting or encounter may have brought on the sleep paralysis, most people are comforted to know that it is not actually part of the haunting (or a true alien encounter).
Sleep Paralysis experiences often seem to linked to local culture. In Japan, ghosts are most commonly blamed, while people in most of the USA are more likely to experiences encounters with aliens. Europeans and people in the South Eastern USA are more likely to experience witches or hags. Some cultures are more likely to experience demons, such as that of Turkey.
Demons, specifically Incubus and Succubus were the commonly blamed for Sleep Paralysis in medieval times... as well as any nighttime lusting.