I guess if you became aware that you were dreaming consciously it would have been a lucid nightmare. And I'm not quite sure what you meant with "I subconsciously knew I was dreaming", maybe you meant you kinda knew you were dreaming, but didn't know how to do any reality checks by the time? Paralyzes happen mostly WITHIN the dream, but sometimes you can experience this while still falling into the sleep and then it's called Sleep Paralysis, which makes the subject see frightening hallucinations and hear scary noises, but if you truly believe they mean no harm to you and can't do anything to you, they'll disappear sooner or later when you fall to the dream state (unless you are already in the dream). Lucid dreaming can help you get rid off these types of dreams, check out some dream control threads they provide good help
Oh, and don't be stressed when going to sleep, it usually reflects to dreams and can cause nightmares, If I ever feel stressed I listen to music I like and it helps too.