Shaking

So a couple nights ago I began to lucid dream and they always begin with a buzzing noise, and I usually cant so much but create light feelings and such. So then I hear myself screamingish instead of the buzzing and i started to shake so i go and feel myself, because I can move really slowly withut waking up and I was shaking. I am pretty sure this wasn't a real dream. But why did this happen? It didn't really scare me.

Depending on whether this was a dream or not it may have been SP or hypnogogic hallucinations. If it was a dream then it was probably just the dream fading and you returning to your waking body, something I've experienced as well. However, if it wasn't a dream then it may have been SP or a form of hypnogogic hallucinations. During SP people often report intense vibrations as they get closer to falling asleep and this may be what you're talking about. However, the part where you said you could move, just slowly, makes me think it was a form of HH. People normally think of HH as seeing images or hearing sounds but they can also include feelings and sensations. For HH you don't have to be in SP, just close to sleep or in a very relaxed state. No matter the case it shouldn't be anything you worry about and you were right not to be scared :).

Sounds like hypnogogic stuff to me. You may not have actually been shaking, and just experiencing dream like static. This stuff is common if you aree only half asleep.