Sleep paralysis always comes. It's a nescesary part of sleeping. If we didn't get it before sleep we all would be walking around and possibly physically acting out our dreams during sleep.

I know what you mean though. The trick is staying conscious through the paralysis. I think it's harder to do it at the very beginning of sleep. Much easier to experience it after you've slept for a few hours, wake up for a little while then go back to bed. Your body will fall asleep quickly again enabling you to feel SP if you're able to hold onto your consciousness.

By the way, welcome to Dream Views if I haven't already welcomed you.