I was really tired last night, and subconsciously started saying "I will have a lucid dream" and all it's variants in my head without even realizing it (I'm trying to figure out if this is good or not). I fell into sleep paralysis quickly. When I dreamt, I dreamt of nothing. A black void. I kept saying in my head "This is a nightmare, but nothing will hurt me, etc" I woke up after a short moment. After I fell asleep for the second time, I was back in the black void. I tried creating a dream in my head but nothing happened. I ended up waking up a second time and freeing myself from the sleep paralysis. When I went back to bed the third time I fell asleep as normal, but I don't remember my dreams.

What could I have done to change the outcome of what happened?
What exactly happened? I'm a bit confused to be honest.