Grats! I don't know why you WOULD want something scary to pop up, but i find getting exactly what you want can be kind of difficult. One time imagined my deceased cat outside my window and when i went out it was some weird cat with 2 heads, and i was lucid to think "no! that's not what i wanted!"

The sleep paralysis is very odd, and you're right, it does feel like a force field it holding your body in place. Most times i don't have problems with sleep paralysis, i just calm down and think of what kind of dream i want to go into and make sure i keep telling myself that i'm dreaming. The only times i have problems is if i wake up paralyzed on my back. Most times i'm just looking into my pillow so no problem but one time i woke up paralyzed and was looking at a dark corner, something black started to materialize. It was creepy as hell.

Otherwise in my dreams i don't really have nightmares. Never any strange creatures or monsters. If i do i'm usually fighting them off or being all heroic-y so i can't complain. Keep it up!

Well first of all, congratulations! To answer your question, just keep trying, and find a paradigm that works for you.
My paradigm is energy manipulation, I change the flow to form an effect I desire, for example if I want to summon something, I stare at the spot I want it to be, and project my idea of it. It slowly fades into existence, So far, I've summoned a drinking fountain.
I've done the same thing! I think really hard of what i want and it slowly forms infront of me. I've materialized a person, a gun, and some other things. One time i was being chased by gunmen and realized i was lucid so i materialized a wicked sword and started hacking them to pieces, being bulletproof and everything. I've gotten out of the habit of doing it that way though, i've found it can take too long and sometimes takes too much concentration and wakes me up. I have much better luck if i just expect, or KNOW something will happen.