I'd lean more towards a natural phenomenon but I didn't experience it so I have no real idea.

I for one have experienced lucid dreaming throughout my whole life. It wasn't until a few years ago that I actually learned about them and began practicing ways to induce it.
I love the utter feeling of freedom to do whatever you please. (I threw the sun at someone once)
I also looked into astral projection, and took part in a world-wide (via internet meetings) class called MAPS (Mass Astral Projection Seasions) hosted my Reece Jones.
I learned so much about it and become enthralled. After a few months, I had two OBE's that lasted about 10mins each. Upon waking both times, I was struck with sleep paralysis and began seeing and feeling figures aproch my bed, but was not frightened.
I wish there were more clinical studies being done on the subject

I agree with lucid spore it would be very interesting to know more about sleep paralysis,however when it happened to me there was something (im calling it a demon because i have no better words) just sat there staring at me circling me of course i could not move so it was quite terrifying

on another account i have seen the creature in multiple dreams so seen it in (SP) confused me greatly because it should not be there.

I heard an interesting theory about SP, stating that the creatures you see are merely dream characters, because your mind and body THINK that you are still asleep, in-turn you see hallucinations that are your dreams playing out in reality.
Many people say that spirits, demons, aliens, etc contact them while they are unable to move (SP)

So off of what Lucid said, do people see said things because it's the mind playing tricks on your because it thinks you're asleep, or is it actually another entity?

that is really quite hard to say, I believe its a demon but that is because i have my beliefs but i acknowledge the possibility of what lucid said.

Im able to force my self into an OOE while awake, im pretty sure its not actually OOE but more along the lines of using spatial awareness and visualization

There are different types of OOEs, but the main topic here is Astral Projection.

Welll on this subject, I've read somewhere that these lucid dreams, or astral projection as some may call it, along with near death experiences where people claim to see death people/their entire life are caused by the drug called DMT thats produced by your body. Most people that would say these stories happened to them often all have one thing in common, going through a tunnel and then seeing a world they can't explain. What is the exact same thing that happens when you smoke a synthetic form of DMT (called the business man trip, because it lasts quite short so it could be done in a lunchbreak). This is a simple explanation that causes the sights people encounter, but then again. For now its nothing more than a theory, but its how I believe how those things occur.

I have had many lucid dreams before, as well as one strange instance where I dreamt quite vividly about a place I had never been, then a few weeks later actually found myself in that place in real life. It may have been my mind grabbing at hazy fragments of the dream and warping them to fit what I was seeing, but it also may have been some form of AP.

I believe what I see, and so far I haven't seen any demons (though my 8th grade Geography teacher came close).

I like the lucid dreams. When I was younger I used to give myself superpowers (mostly flying), but as I got older my lucid dreams took a more, ummm, pervy nature...yeah...I'll leave it at that.