This is not uncommon, it's called sleep paralysis, and it's a naturally occurring state, but you are usually asleep during it. There's a lucid technique that revolves around it(WILD). As for the sounds and sights you experience during the state, those are common too, and are called Hypnogogic Imagrery.

As for your breathing, sleep paralysis locks all the VOLUNTARY muscles in your body. Breathing is only SEMI-voluntary, so you can control it in paralysis. The way to get out of sleep paralysis is to change your breathing pattern so it's slower or faster than normal. This tells your body that your mind is not actually asleep, and it wakes up.

You can use it to get a lucid dream by getting to sleep paralysis and just observing the things so perceive, without concentrating on them too hard. After a while, you should just wake up inside of a dream, fully lucid. This is called a Wake Initiated Lucid Dream (WILD).

Hope this helps!