I've had a few episodes of sleep paralysis over the years - it really is horrible and frightening whilst it's happening and does leave you very shaken up afterwards.
Forget all these stories about incubi (incubusses?!!) and entities and suchlike - they will just put the fear of God into you. It doesn't just happen at times of stress - the last time it happened to me (and it was quite sexual) was only a few months ago - at a time when I'm perfectly happy & pretty stress-free in my life.
Please don't worry excessively, it's a horrible nightmarish sensation that seems so real, but it really isn't.