Yo.
Firstly, sleep paralysis is impossible to induce and what you did experienced is not sleep paralysis, but hypnagogic hallucinations and normal sensations of falling asleep, most of people never experience it and it's a very rare experience for others, only small part of people experience it regularly due to sleep disorder. It is not a part of lucid dreaming and never was. http://www.dreamviews.com/wake-initi...mystified.html
Secondly, hypnagogic hallucinations are not dangerous at all, there's nothing to be afraid of, and in fact, you can control them. Don't think about bad things and they will never happen.
Thirdly, get some patience, lucid dreaming is a skill that needs some work and confidence and the time required varies from person to person, but it will happen eventually, don't get, frustrated keep DJ, work on awareness and think positive.
And fourthly, check out this collection of tutorials: Induction Methods and Techniques
Good luck!