Hi and welcome to DV! What you're describing is called Sleep Paralysis and is completely safe. It can however be very frightening, because once you're in SP, you're basicly on the border of sleep. You start to hallucinate and can get all kinds of weird sensations, often threatening ones. What you did by relaxing is that you made yourself go to sleep and your fear started a nightmare.
If you ever get into SP again, you should do one of them following things. 1) Start breathing unnaturally. Either fast or slow, it'll make you wake up. Also try to move your body as you do this. 2) Relax and induce a lucid dream by imagining a scene or just let your mind do the cooking and you'll end up in one. This is a very easy way of ending up lucid in a dream, so don't be scared next time.
If you have any more questions, don't hesitate to ask

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