1) Pinch your nose and try breathing. if you can, youre dreaming. But, to be honest I never ever did a reality check in a dream i just know that im dreaming cause a dream is on the one hand feeling pretty real but on the other hand its just not wanking life.

2) I dont know, but its YOUR dream they cant harm you in any way (ok, mentally , maybe if the experience is too scary) , get some giant machete and fu**in cut them demons limbs off.
To be honest, wouldnt seeing aliens in your dream be really cool?

3) Well i make being tired my advantage... i dont know what it is but being extremely exhausted makes me (of course) fall asleep in no time (like really lying 15 seconds in bed , and then totally drifting away) . It also always makes me lucid /Vivid dream.

4) sleep paralysis is nothing bad you have it every night. Its like a firewall for you that you dont do things in waking life that you do in the dream like beating the hell out of someone (for example?), so you dont beat your wife sleeping next to you