I have been reading some other people's sleep paralysis experiences and even ended up talking about the subject with my pals from forum.
Most of the forum members told that they indeed got their sleep paralysis after lucid dreaming, but also by reading other people's experiences I found out that they sometimes happen on random (or at least these dreamers don't remember lucid dreaming on the time when they got paralysed).
As on with the creepy hallucinations; some even believe that they are indeed a work of demons, mostly because of the paralysis' disturbing nature. Some tell that they see dark figures walking in their bedroom, standing on the edge of their bed and staring at them or even weight on their chest, like someone is sitting on them. Some hear unsettling noises. One girl even told that she heard this announcement voice repeat word "black" that became louder and louder until she woke up.
When looking back to my own paralysis; I didn't see any figures in my room, or I didn't even feel presence of anyone, but my room was really dark, even when I woke up the dawn was shining in. So that maybe counts as some kind of hallucination. As with the whispering voices... I still don't know what the phrase "you shouldn't have done that" is supposed to mean.
Only tip I got from my forum friends to prevent sleep paralysis to happen, is to avoid sleeping on my back.
On to the other subject: Within the "shouldn't done that"-phrase the thing that bothers me most is that bearcentaur-character. She appeared again and her behavior was the same. But this time she had different effect to my sleep. Did she wake me up from my first lucid dream? Did she cause the sleep paralysis? Can a dream character have such an effect on dreaming? Maybe I have to search for dream meanings. Maybe she is something my brain has created to...stop me from doing something? I really don't know.
Also, I should have shared this long time ago, but I did doodle the character down when I saw her first time. My apologizes for the terrible drawing, I'm obviously not an artist.