I quite often get vivid weird hopefully hallucinations when I wake up, although thankfully I don't get any of he paralysis most people do.
Last Tuesday I woke up and found the room glowing weirdly, sat up and found what I can only describe as a spikey, glowing cream and purple demonic octopus thing glaring at me and making threats about killing my fiancée and pets. I told it to fuck off or I'd rip it to pieces, and it sort of phased through my wall and disappeared.
On other occasions I've woken up to see massive spiders crawling up and through my ceiling, a massive hole in my wall exposing a staircase wreathed in glowing mist, a woman in Victorian clothing floating about a meter above me that got super freaked out and suddenly winked out of existence after I waved my arm through her, and lots of fun sounds of talking, footsteps running through my house and doors slamming.
While I know logically it's all just in my head, and hallucinations from where I'm not quite awake, the few times weird stuff has happened that either I was fully awake to see, out of the house, or that other people I've been with have also seen, does make me worry occasionally.