Hello Miss! Welcome to Dreamviews.
Are certain people more or less likely to achieve this, or other, kinds of dreams?
I think the important thing is that everyone is capable of achieving lucidity, and has probably done so a few times without remembering it. It just all comes down to effort and dedication. There are, however, those who have much more emotional or provoking dreams such as nightmares which could put them in a state of lucidity. There's also the age. Our REM periods (the sleep period where we get the most vivid dreams) get shorter as we grow old, hence children tend to lucid dream more, naturally. But again, it doesn't matter too much if you have shorter REM periods, as long as you know how to utilize it well, then you can lucid all you want. 
As for your first dream, have you ever had sleepwalking tendencies before? Normally when we sleep, we get "REM atonia" which paralyzes our body so we don't act out our dreams. But for some people (sleepwalkers and sleeptalkers), this process could be defective, so they end up moving while they are asleep. If you are one of them, that could explain it. Keep in mind that what happens in your dream doesn't have to be exactly how things are when you wake up (i.e. why your window was behind you) since dreams are projections inside your mind and you're not actually seeing in the real world.
The second situation you mentioned, to me, sounds like sleep paralysis. Remember the REM atonia i told you about? It normally wears off right before we wake up, so we can move again. But for some people, they can wake up BEFORE it wears off, so they are mentally awake while their body is paralyzed. In this state, it is typical to have hallucinations (You know how people say they see demons and can't move? This is it.) and have feelings of anxiety, heaviness in the chest, etc. I think many people have experienced this some time in their life, though maybe not as intense as the hallucinations go. But the important thing is to remember that, again, they are projections of the mind and are not actually physically harming you, so the best thing is to relax and let it pass.
And don't worry, you won't die from your dreams unless you have some serious condition that affects other processes in your brain while sleeping btw, check out http://www.dreamviews.com/introducti...-dreaming.html and if you have more questions after that, ask away! Or send a message.
Sorry for the ridiculously long reply, I tried to make it as concise as I can but I think I failed haha.
See ya!
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