First, be assured that what you call 'sleep paralysis' is quite normal and benign. It's part of the REM dream stage of sleep, and every one of us goes through it every single night in one form or another. The difference is most of us don't remember it because we're, well, asleep. Given the rest of your description, however, I suggest you see a doc and explain all this. Either treat or rule out an underlying medical or psychiatric disorder.
Something similar has happened to me. I woke up and a man in a suit with grey hair stood next to my bed watching me sleep, I didn't close my eyes or anything I ran straight into my mums room and spoke to her about what happened. This is the second time this has happened to me.