(The Nightmare, 1781, by JohnHenryFuseli)
After a night of restless sleep in which I woke from, and fell back into several dreams, and my REM cycle was clearly interrupted several times, I woke, or rather half-woke into the dim light that comes just before sunrise. In all probability my eyes may still have been closed, but this is how it appeared from my point of view. At this point I realized I couldn’t really move, and felt the sensation of some small entity, around the size of a large house cat crawling up my legs. Now clearly, this strange predicament is normally cause for abject terror, as reported by many Sleep Paralysis sufferers, and that is how I felt the first time I half-work up, unable to move even though there was no entity. However, at this point, having done this before, and knowing a lot more about it, highly unnerved is a better description for what I felt. But the sensation soon passed, I woke fully, and when back to sleep.
Now, as for the entity. As convincing as it was, it is clear to me it was not there. Our dreams often conjure up people and animals who are not there, or not even real. And on top of that, our brains have been scientifically proven to be capable of conjuring the sensation of outside entities under certain conditions while awake. Whether this is an evolutionary trait intended to help us deal with the concept of death and a finite universe, or a intentional construct to help the divine contact us, is up for debate, but this area of the brain exists and can be intentionally activated.