It happened one or two months after I began living by myself.
Last year in April (2012), I went to sleep one night before midnight, covered with a blanket (my face too) and laying on my back. I awoke feeling completely paralyzed except for my eyes, and started panicking. Next thing I knew, the blanket was pulled off of my face. After that I passed out but ''woke up'' normally moments later, with the blanket exactly the way it was when I went to sleep.
I looked at the time - it was about 2 AM - and then I returned back to sleep.
The next time it happened to me was this year on the 1st of April. This time it lasted much less. I awoke paralyzed laying in the corner of my bed on my left side, but knowing exactly what was happening because I documented about it meanwhile. I saw what appeared to be a black rectangle which morphed into something like a cat. The appearance got closer to me, at which point I decided I didn't want this to continue.
I fully awoke after that, the cat vanished like fog. The time was 4 AM.
My brother also had sleep paralysis that year, only without any hallucinations. I also have met another person who said he has Sleep Paralysis regularly but without hallucinations. This is odd, because both said they were scared so their minds should have given them some hallucinations too.
I have read that Sleep Paralysis is a starting point for Out Of Body Experiences, but despite wanting it, a part of me is still fearful even during the SP.
And I have unsuccessfully tried several times to get conscious during the Sleep Paralysis. It seems it happens rather randomly, though the one year gap between the first and the second occurrence does not seem quite random.