Regular experiences of sleep paralysis are an uncommon condition but if you do find you're among the group that experiences it you can potentially use it to your enjoyment.

I say potentially because what you experience in that state may not easily be controlled.

Sleep paralysis occurs while people are falling asleep or waking up as an abnormal awareness of a time when you're not meant to be aware. If this occurs while falling asleep you might be able to induce a lucid dream by basically allowing the experience to envelop you, to relax and allow your mind to disconnect from your body's sensations. I can say this easily but putting it into practice may prove difficult.

Incidentally, sleep paralysis is not required in any way to lucid dream. I want to make certain you know that.

When you do find yourself in sleep paralysis it helps to have some thoughts in mind, such as, "I'm fine," or "I am relaxed." The actual thoughts or ideas don't matter as much as understanding that you aren't falling, you are okay in bed and that anything you experience is something to allow to happen because it's only in your mind. Mantras work well for this and a MILD Tutorial might help.

Learning to control that panic response will help more than anything. Integrating these calming thoughts into your mind throughout the day and before you sleep may be the best key to having a lucid dream.