It's happened to me once, and I'd say the experience is worse than any nightmare could be.
I was having a dream along the lines of a tornado disaster movie, with dozens of tornadoes tearing apart a city. Frightening on its own, but it got worse when I quickly became aware I was dreaming. Naturally, I tried to end the dream, but nothing worked, and I tried to wake up. This is where I started panicking. I could physically feel the bed, the blankets, my clothes, but I was still trapped in the dream. My limbs were all dead, so I tried to physically shake myself out of the dream, and actually felt my body move the tiniest bit, but it didn't work. After failing to rouse myself numerous times, I slowly calmed down and waited for the dream to pass, and it did, after what seemed to be hours. I'd gladly go without one of these as long as I live, going through a nightmare while being aware of your surroundings, yet totally paralyzed and unable to end the dream is simply mind-blowing scary.
I was having a dream along the lines of a tornado disaster movie, with dozens of tornadoes tearing apart a city. Frightening on its own, but it got worse when I quickly became aware I was dreaming. Naturally, I tried to end the dream, but nothing worked, and I tried to wake up. This is where I started panicking. I could physically feel the bed, the blankets, my clothes, but I was still trapped in the dream. My limbs were all dead, so I tried to physically shake myself out of the dream, and actually felt my body move the tiniest bit, but it didn't work. After failing to rouse myself numerous times, I slowly calmed down and waited for the dream to pass, and it did, after what seemed to be hours. I'd gladly go without one of these as long as I live, going through a nightmare while being aware of your surroundings, yet totally paralyzed and unable to end the dream is simply mind-blowing scary.