[Sticks]

Similar to what Toy Soldier says.

When you enter REM sleep, where you dream, your body is paralysed so you don't act out your dreams. (Apart from those rare cases where people sleep walk, but that is another issue) When you start waking, something goes wrong and the paralysis continues, and hallucinations occur.

What the hallucinations are depends on the culture. In the medieval period SP gave rise to reports of attacks by Succubus or Succub demons

Post 1950's and sci fi films, the hallucination is of being visited by aliens and having experiments performed by them.

The OP describing something terrifying pressing down on them is a classic SP hallucination, whereby as stated people in earlier times thought they were being attacked by a Succubus (or maybe witches)