I've experienced sleep paralysis nightmares. They are incredibly terrifying, and you would absolutely swear they happened if you didn't have an idea of what you'd just experienced. I had one where I watched a giant nightmare bug/spider thing climb through my window and into my ear. I had another where I could literally hear creatures pounding on my doors and walls. You're always paralyzed and usually have a sensation of floating. I think the real Bogosity of alien abduction stories is the industry of hypno-therapists and so called UFOlogists that manipulate suggestive people into believing their idiot narratives however. Misinterpreting a waking nightmare is merely an error, exploiting people for money and fame is disgusting.
I don't know if I've had any nightmares while experiencing sleep paralysis. If I had them, I don't remember them. The main thing I remember is the feeling of waking up and being unable to move. In those instances, I start to panic, and just about anything can make it worse. Head being turned to the side, a mild obstruction in front of the mouth, etc. I'll frantically try to move parts of my body, hoping that getting one part to move will 'wake up' the rest of me. There are times where I feel like part of me is about to move, but then I realize that I wasn't moving it. I'll be drifting back and forth between sleep and wakefulness, terrified of falling asleep while this paralysis is affecting me.
Then it passes, and I realize just how crazy those thoughts were, reassure myself that it's a natural part of sleeping, and try to get a few more hours in before my alarm goes off.
I remember watching shows about 'alien abductions' when I was a kid. I wanted really badly to believe that aliens existed, and I would debate the open possibility of extraterrestrial life with some of my acquaintances (I'm loathe to use the word 'friend', as most of the ones I discussed this with were bible-thumping southern baptists who happened to be hanging around some of my friends who were Methodists at the time. One kid would tell me that I was going to hell for watching anime and using the word 'damned', for pete's sake.). It's this strange thing, where you believe out of a desire for such a reality that aliens exist, but the rational side of you knows that the evidence just isn't there. Kinda like being agnostic. =P
Granted, I'd love for us to come across some kind of 'alien wreckage' and have the opportunity to reverse-engineer the technology from it. Maybe we'd be able to find a way to make space travel more pedestrian, like what's seen in Star Wars, where you have ships that don't need launch stages and can be operated with some training in how to do so, like a car. But then again, something like that would require a really powerful energy source that could fit within such a ship, and something like that would probably come with a slew of its own problems.
Oh, well. One can dream, can't they? The problem is trying to supplant reality with one's dreams through wishful thinking. =P
(A little more off-topic, but have you ever wondered why ships in science fiction like Star Trek never turn off the artificial gravity when they're having a power shortage of some kind, like a damaged generator? You'd think that out of all the things that would be a large drain on a ship's generator, artificial gravity would be one of them.)