David Hufford's book, The Terror That Comes in the Night, presents a really interesting take on this phenomenon.

He makes the argument that unlike other folkloric takes, this one seems to have a genuine experiential base. He argues that calling it "sleep paralysis" isn't really an explanation for what happens inside the experience itself.

I personally think the world is full of lots of weird things that we don't quite understand and this may be one of them. Maybe you became interested in the experience and so the experience became interested in you.