I've actually had sleep paralysis experiences throughout my life. Probably around 10 total experiences I can remember. The smoke creature is actually a strangely common one, I'm not sure why but I hear that one a lot.

I've had a weird white demon, a melting baby, my dad who was actually at work standing in my doorway, my heater talking to me followed by a ufo out my window and my roommate walking into my room and running into my bed like a computer character with its walk cycle stuck on and rambling incoherently.

I dunno why they're usually negative and often with paranormal entities. Even though I know what they are now they still freak me out after all these years.

Oh and cool short.

I've had a few others, but usually nothing odd happens and I just lie there waiting until I can move again so I can take a deep breath, roll over, and go back to sleep. I've seen hazy shapes and shadows that a less skeptical person would describe as 'ghosts', but the fog is the one I remember the best and most vividly.