I have lucid dreams and sleep paralysis, and what I would call sleep hallucinations.
At uni I'd "wake up" but after a few seconds would realise there was something "off" about the room - furniture I didn't own etc. Then they became scarier, I'd wake up to people sitting by my bed, sometimes masked figures sitting at my desk.
The best lucid dream I had when shortly after my Nan died. I was dream-walking down our road and realised I was dreaming, then saw my Nan up ahead. I caught up with her and she told me that she was fine, heaven was wonderful and she hadn't found other family members up there yet but she sensed they were close by and that she would soon. I'm an atheist, but I woke up feeling comforted by the thought that she was ok.
Now I tend to only have lucid dreams when I'm anxious or stressed. I also sleep talk and can wake up screaming, which is pleasant for my partner! I've also learnt to sort of control my sleep paralysis, I know when I'm most likely to get it and I know how to drag myself out of it. It can be scary, though, especially if the covers are over my face.
You've all inspired me to do more research into controlling your lucid dreams. I managed a few times but have lost it recently, but that feeling when you can fly or do whatever without consequence is quite incredible. The mind is a strange place!