That's a very interesting first! I've had symptoms very similar to this while attempting to push myself into an out-of-body experience, though my reaction to them was obviously very different, since I had been trying to make it happen.
Have you ever tried moving your 'free' consciousness around while this was happening?
I recently saw a series in which they did those "astral travel" and I thought: ok, this is very similar to the sleep paralysis that I have. But I have never tried to "get out of my body." It's just like I'm awake in my bed, I can see around me, but I can't leave this place, I never tried either. Next time I'll try it :-D.
I hope it works out for you, let me know if you want any tips!