Tanguerra and Eowyn have both posted good clarifications, and I think the information they provide is helpful--depending on your point of view! If you want to look at sleep paralysis from a medical/scientific perspective, Tanguerra offers a valid explanation (not attributing this perspective to you personally, Tanguerra!) Scientists and doctors are aware that sleep paralysis is a relatively common phenomenon, and this is their explanation for why it happens.
Eowyn seems to be approaching the question from a more metaphysical perspective. For what it's worth, my experience basically jives with what she's saying. Many people (myself included) believe that some element of our consciousness (the soul, the astral body, the higher mind--vocabulary varies widely,) leaves the body when we sleep. If this is true, it is completely natural and nothing to be alarmed about! Usually we have limited or distorted memory of what happens to us when we are in this state--for example, you may remember your dreams. From a scientific standpoint, dreams "happen" inside your head; they're just neurons firing in your brain while you sleep. From another perspective, they have their own reality with their own logic. Some people learn to remain "conscious" during this normal nightly process.
To explain my statement above, I have often experienced some level of sleep paralysis when I CONSCIOUSLY AND INTENTIONALLY decided to leave my body at the moment of sleep or when I later returned to my sleeping body. Personal examples: when I am attempting AP at bedtime, I allow my body to relax deeply while my mind remains alert. I begin to feel a separation, as though there's a physical distance between "me" and my body, and that it would be quite difficult to move my body at that precise moment. This is not permanent or scary in any way. If I concentrate on my body, even briefly, the feelings will go away.
On one or two occasions (again speaking only from my own experience!) I have also had sleep paralysis at the END of an intentional astral projection session. On those occasions, the sensation was briefly disturbing, as I was still "seeing" things I don't see while in my physical body, but I was aware of being in or very close to my physical body. Result: seeing/hearing unusual things while feeling paralyzed. I DON'T believe these were hallucinations. As Eowyn said, I do agree this is a symptom of an unusually abrupt transition from one state to the other. I myself have never experienced sleep paralysis outside the context of intentional AP, but if we naturally AP when we sleep, I don't see why it couldn't happen on any given night.
Just remember, you are in control of what's happening--even if you feel sleep paralysis! And if you WANT to explore further, just stay calm and curious and try not to panic

It might take a few tries--I've been practicing intermittently for years, and sometimes it's easy and sometimes I just bounce around for a few seconds

Either way, you can look at it as an adventure and a gift--a lot of people work hard to experience what's come to you naturally! Just my 2 cents...Good luck!