BTW sleep paralysis is likely the cause of many 'alien abduction' reports: wake up, can't move, presence in the room, sexual element (e.g. probing!).
I don't have much sleep weirdness, but when I'm about to fall asleep, I frequently imagine 3D object spinning and rapidly changing size. Kinda like the 3D TempleOS sprites [1], but 5x faster and increasing/decreasing size at the same rate.
Also always accompanied by fear.
Interestingly the belief of what the presence is has changed with culture. It used to be demons, now it is more likely to be aliens.
Definitely not pleasant, even when I'm rationally aware of what's going on.
I've never seen the shadow man or anything.