Hi, Ankhe!
There's nothing fearful or dangerous in sleep paralysis. The only reason people get scared while they suffer sleep paralysis is because they don't know what it is, and they think they're going to die, or they won't be able to move, or that something's wrong with their bodies. But none of this is true, and the more they get anxious, the more scared they are... until it just disappears.
Sleep paralysis is only a sympton that you're disconnected from your physical body and you're entering the astral plane, something we ALL do when we're asleep. We're not used to move in the astral plane, so you can get afraid of voices you start to hear or presences you feel around you. Your own fear can also make "evil beings" appear, but they're just mind creations. If you're relaxed, you don't have fear, and you're filled with a feeling of love, those shadows will just fade away.
A lucid dream is an astral travel, only you are not 100% conscious of it, so what you did is actually leave your body and start moving in the astral. To increase your lucidity, you only need to practice a lot.
The visions can be anything. Being in the astral is very confusing when you don't have experience, you have to be the one in control and not your mind, so be careful with these visions, it's easy to be deceived by your own perception and by what other beings say to you, not all of them have good intentions. I know there are techniques to know your past lives from the astral, but I don't have that amount of experience and I guess it's not easy to know what's real and what's actually a past life.