I have lucid dreams sometimes but I never tried to have them, no astral projections so far. Don't know if you could do those randomly.
I once had sleep paralysis, I woke up and couldn't move but I felt everything, like my face touching a pillow and everything. I knew that it was sleep paralysis so I wasn't very scared but then I started having hallucinations because I was still sort of sleeping and I saw that dead girl from F.E.A.R. sit next to me on the bed and jump up and down and I actually felt the bed shaking.
It would've been absolutely HORRIBLE if I didn't know what it was, but I was still very petrified both literally and figuratively even though I knew it could happen.