That dark figure was me. I was trying to borrow some toilet paper.

Just messin'.
This is MOST DEFINATELY sleep paralysis. It's happened to me a few times. Absolutely terrifying, and uncomfortable. You ARE opening your eyes.

When you sleep, your body becomes paralyzed, so that you don't start moving around, while you are dreaming. Sleep paralysis occurs when this has happened, but your mind is not yet asleep. Something interrupted it just before it fell asleep.

The old hag is classic, and is often seen by people, but I still don't understand it... Seems kinda creepy to me. *shivers* I try not to have it.

The old hag would sit on people's chests, and keep them from moving.

This IS one small step away from lucid dreaming. It's actually lucid dreaming, gone too far. Lucid dreams occur when your body is asleep, but only PART of your mind is asleep. In sleep paralysis, your body is completely asleep, and your mind is completely awake. That's why it's scary.
So, in a way, you actually went to far, to achieve this. I am surprised that you have not reached lucidity if this has been going on for any extended period of time.

-sloth