From my personal beliefs they are scary because you perceive them in your waking life. There is a line between our waking lives and we can tell which is which.
When I see something hard to believe I do a reality check, when I get the hag phenomenon I can't do a reality check and I can't move.
Also, it could have stemmed from years and years of anecdotal evidence of the hag phenomenon and sleep paralysis that put the thought into people's mind.
Our mind tries to rationalize the paralysis and it does so by putting something on our chest.
The term, nightmare, stems from sleep paralysis. Mare means horse, well before this time, a guy had sleep paralysis and he said a black horse was holding him down on the chest. The term stuck and we have it today. Though its meaning has changed, for me at least a nightmare is fear in a dream.
You fear the unknown. Lots of people fear flying because they don't do it every day and the only time we ever hear about planes on the news is when they crash. The reality is thousands of planes fly every single day and don't crash. You fear sleep paralysis because you're not paralyzed yet all of a sudden, without warning, you are... you don't know why and you get scared.
And the hag phenomenon doesn't have to be negative.
When I first heard about lucid dreaming I found out from a site called ld4all and posted there, infact the only reason I come here instead of that site is because I like the layout better. Anyway, back in 2004 I went to ld4all, read all about lucid dreaming and then went into the forums.
The first thread I picked was an old hag thread... it really freaked me because of his experience and the fact that I had sleep paralysis when I was 10 years old and I couldn't explain it. Though my had was the black cloud monster from LOST and it wasn't on my chest, it darted across my grandmothers backyard into the woods... there were no beds left so I had to sleep on the cot outside. I mention LOST because that black cloud monster is the reason I got into LOST. My mom was watching it and I was making a drink and I saw the monster and the first thing I thought was "OMFG I SAW THAT THING BEFORE." I posted the experience on some UFO message board when I was like 13... if one of the people in that topic said sleep paralysis instead of being really interested in my story I would have known about lucid dreaming for eight years instead of four.
I will search for the thread after this if ld4all is still around(haven't checked in over a year) and link to it. I'll paraphrase in the mean time.
A guy had the old hag phenomenon and was freaked out. He woke up, sat up all scared and what not. He got up, content that everything was all normal and went to turn the light on. He turned around and looked at his bed and the hag was sitting there looking at him.
That really freaked me out so much. I would sleep with the lights on because of it, honestly I would. For three weeks after I read that I slept with the lights on. What cured me? An incident of sleep paralysis with the old hag phenomenon that wasn't scary at all.
In reality it was a false awakening that shocked the hell out of me because of how 'real' it felt and really inspired me to get into lucid dreaming. Before this time I had dreams that were so real I would check my waking life I swore they were real. This dream was different because I was completely lucid and in control of my actions and just felt well... real... though cogito ergo sum real.
Anyway, I had sleep paralysis. I started freaking out, thinking "OH MY GOD OH MY GOD THE HAG THE HAG OH MY GOD DONT OPEN MY EYES." The sleep paralysis left and I was still thinking "DONT OPEN YOUR EYES JUST GO BACK TO SLEEP." But I heard something, I heard crying. It was my dad. He was sitting on my chest and he had thought I died and was crying. When he saw me open my eyes the tears turned into tears of joy and he hugged me. I told him I was fine and I went back to bed. I know it was an FA because when I went downstairs for breakfast at 11:00AM my dad was sitting there reading the paper. I'm like, "umm dad, you're acting like nothing happened." My dad said, and I quote, "what the fuck are you talking about?" When he said that it was like I had an epiphany... my eyes got big and I thought about lucid dreaming. I was so excited
One more note, I didn't have actual non WILD induced sleep paralysis until early 2006, what I like to call spontaneous sleep paralysis. Initially my heart was racing but after that initial fear I just nonchalantly thought "oh, it's just sleep paralysis." I opened my eyes and on my chest was this creature, I called a gremlin. It was about the size of a basketball. It was sitting on my chest , his feet on my chest touching his buttocks with his knees right by his head. His head was big compared to his body but it was sitting on his chest so I couldn't tell if it even had a neck. It's eyes were huge in relation to its head and it had green cat eyes. It was brown and covered in short fur.
Since then I've had spontaneous sleep paralysis three more times and now my routine is, "it is just sleep paralysis, what ever you see isn't real and you can confirm it with a reality check as soon as the paralysis fades." Of course when my eyes open there is nothing there.
Actually, lol, my cat wakes me up by jumping on my chest... it is the cutest thing in the world. When I sleep on my back my cat jumps on my chest, lol. It's cool too because I've only ever had sleep paralysis on my back... I sleep prone by the way... I only mention this because it happened this morning but I never drew a correlation to sleep paralysis until now... sorry, this paragraph is off topic.
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