Congrats on the first lucid dream!
Being lucid means knowing that you are dreaming, and you knew is so... It's common that when just starting out that one isn't able to get full control outright because of how much we are used to the logic of waking life, but don't worry, with practice and right mindset it'll get better. I suggest you to read this tutorial: Dream Control Tutorial - Lucid Dreaming - Dream Views
As for lack of feelings... maybe your awareness was low, do you do reality checks only mechanically? Reality checks should not be done as just mechanical action, but as awareness practice. Before doing reality check, look around, look for anything weird and completely believe that you might be dreaming, then put emotions into it, like "Wow, am i dreaming?", and then do reality check itself, and while doing it fully expect it to show you that you are dreaming. But either way as you practice lucid dreaming your awareness will increase too, so your next lucid should be better in that part.
Also dreaming about being lucid is still being lucid, you know that you are dreaming and that's what's being lucid is. I have had some pretty awesome lucid dreams from doing WILD in a non-lucid dream.
Also it does not sounds like sleep paralysis. Sleep paralysis is rare event that if ever happens, happens like only once or twice through lifetime for most, unless sleep disorder. And the main part about it is not being able to move. Your experience could have been just discomfort from lying in different position than normal or just hypnogogic hallucination, i am not entirely sure which exactly though.