Hi there and welcome to the site! I've only been on here a few months, but so far most of the people I've talked too are pretty helpful and polite. There's a lot of good information posted here too. It's really expanded my knowledge of lucid dreaming.

Most of my lucid dreams start out similar to the ones you described because I also get sleep paralysis pretty often. I've always thought the wake-initiated lucid dreams (or WILDs) felt much more trippy than the dream-initiated ones. To me it feels like spiraling off into some other dimension whenever I've been conscious during that transition from being awake to asleep. It feels so much more real to me when there hasn't been that period of unconsciousness.

I've experienced that same sinking-in-bed sensation too. Sometimes it feels like I'm falling through the bed and then the floor into some abyss or I start flying around out of control. Then it usually stabilizes and I find myself standing in the dream version of my bedroom. It really does feel like you're in another world.

Anyway, I hope you gain some useful insights here and I wish you the best of luck on your journey through the dream realm.