I got a couple from personal experience.

-Relaxation is key
-Whatever happens, let it happen. You cannot be harmed by anything in your dreams, or anything happening during sleep paralysis. Just try and maintain your composure.
-Try not the focus too much on the end result: Lucidity. It seems the more you want it the less you believe you'll have it. Focus more on the steps involved, while believing that it will lead you to lucidity.