During sleep, the body cycles between non-REM and REM sleep. Typically, we begin with a period of non-REM of which there are 4 stages, each progressing into a deeper sleep. This is followed by a very short period of REM. Dreams generally occur in the REM stage of sleep, but can occur in any stage because our brains never stop.

When we sleep our body automatically goes into a paralysis as a way to protect ourselves from physical harm. But sleep paralysis where we feel we are unable to move or speak, while sometimes terrifying, is simply a sign that your body is not moving smoothly through the stages of sleep. Rarely is sleep paralysis linked to deep underlying psychiatric problems.

I hope this helps.