What's really scary is sleep paralysis...being awake but not being able to move. I was snoozing once while a friend was near and I started talking to him, instructing him to lift my upper body up because I couldn't move. Eyes closed, completely aware and hearing of surroundings, but paralyzed. He thought I was sleep talking/dreaming, and didn't really believe I was conscious.
Might happen when you wake or come out of your partially-asleep lucid dreaming. When it happened I held my breath until I jolted myself awake.