Apparently these are not lucid dreams...
Are you aware that you're dreaming? Why can't you wake up - because you're on autopilot or because you don't know how to?
If the latter is the case, try and break out of the body paralysis by moving your limbs.

It sounds like sleep paralysis . . .
en.wikipedia.org/wiki/Sleep_paralysis

I believe this is the step right before an out of body experience . . . show fear and you are paralyzed by a scary monster . . . let go of fear and release and you'll be in a lucid or astral experience, flying dreams, total control, and lead by otherworld guides . . . the key is knowing you are awake, but your body isn't . . .
Anam Cara, Bonnie

I used to have the same experiences on and off since a child--the feeling of a shadow over me, the panic, the paralysis and inability to wake up or thinking I did and then realizing I wasn't again.
The fear was what made it worse. I started reminding myself before I went to sleep every night that if that happened, I would know that I was safe and would eventually wake up--and after several nights, when I had that same experience, I did remember that I was safe--and then I just easily awakened. After continuing to practice that, the experiences decreased in frequency significantly.
I think that it is actually the early stage of moving out of body but the fear makes it into something really scary.
Sandy

i have these too. i usually just end up taking a deep breath, then breaking the paralysis with a sudden burst of will. sometimes i just breathe and attempt to coexist with it, although i never feel like i'm really accepting it when i do that, just trying to show that i do.. i wish i could explore and become more familiar with those kind of experiences without cowering to that overwhelming since of intrusion. i used to think they were demons too, because of sounds, but as i become more alert to changing from what state to the other, i saw that they were normal sounds already happening inside my house. just my sensitivity increased, then my imagination made them match my feelings. i feel a lot better now that i understand that.

Ok I jut woke up and I had another fucking scary ass dream. This time it was different. It started out as a lucid dream and then turned into an autopilot. When I fell asleep I was on my computer laying down in bed. I realized I was dreaming when my computer screen turned to tribe on it's own. It took me to my profile and I decided to update my location, after I had done that I realized there was a picture on my profile that I had not posted. The picture was animated and kept replaying over and over again. The picture was of a woman who is outside in the woods and is boiling water over a fire pit, then she tosses the water in various directions and you can hear dogs yelping, meanwhile the camera is following the dogs as they run. I then felt a realization that this was somehow my friends family. I jumped into the picture and began speaking to the woman about my friend and I said "yeah her whole family is the wandering type, they spend 3 months here and then there all year," this didn't make sense because at first I thought this was her family, but then realized it wasn't. I should have left then, but I didn't. I stayed while she cooked food. I also knew that this was a dream because we were on a platform of some type that looked like the woods but at a certain point it ended and you could fall off, there was only darkness. Somehow my husband appeared and he was sitting at the bench next to me. He started telling the woman that we were going to have a baby and it made me upset because I didn't want him to tell people. well then this really beautiful pink classic car drove on to the pad. Inside the car was a very large man and when he got out he needed one of those scooter things to get around. He drove up to the table in the scooter and then stood up and sat at the table. I thought it was very odd that he his underwear were visible from the top of his pants and he was wearing a jock strap on top of his pants. Then I looked over at the lady and she was also wearing the same getup. Everyone ate the food, but I didn't want to. After she had emptied the pan, I decided to put water in the pan and I put it over the fire pit to boil. I hadn't seen any dogs so I wanted to try an experiment. When the water had boiled I threw the water and I heard dogs yelping, but the sound was coming from inside the wall next to the cupboard. So I boiled water again and tried putting the water near where the sound was coming, thinking it would attract them. Then one of those flash things happened in my dream, where something changes. All of the people were gone and I was laying in a huge bed next to the wall were I had heard the yelping. I noticed the fat man was also in the bed, but I could not see him I could only talk to him. I was telling him that I could see defects in the drywall. then some of the drywall started crumbling off and I could hear the dogs. I screamed to the lady that the dogs were trying to get out, but she was no where. Then my friends voice who wasn't there said, those aren't dogs. I started to panic and I was trying to hold the wall from crumbling. It was useless and I knew something evil was going to come out. Once the wall had crumbled all of the plaster off and there was only the cardboard looking stuff, the nails of the demon scratched through where my hand was trying to hold the wall. He scratched me and I was trying not to be scared and I wouldn't look away, but then he started talking in crazy demon language and the wind started blowing and the pad began to get smaller. It was forcing me to get closer to him. Te rest of the wall ripped of and I got to see all of him. At this point even though I was trying to scream, nothing would come out of my mouth, so I decided to make my body in the real world make a noise so that it would wake me up. It worked. So this time, no shadow, it had a face and I was able to wake up. I don't know if this is an improvement considering I lost control of the dream at some point.