I have experienced sleep paralysis for the past 3 years. (It doesn't happen every day)
For the first year that I started experiencing sleep paralysis it happened constantly, I'd say it happened 3 times a week, which was a lot of for me because I did not know what was happening to me. When I'm in sleep paralysis I feel like I am being shocked in the head with electricity, and if I panic the only thing I do is intensify the feeling of me being shocked. Apart from feeling electric shocks in my head I can't breath, it's like I'm being chocked by something or some one.
Sleep paralysis is a serious matter because those "shadows" that you saw are really there, you are not hallucinating, believe it or not. Those "shadows" are evil or negative entities who are trying to possess your body.
In most of my sleep paralysis I open my eyes, in one occasion I saw one of those shadows, but it was like it was hiding from my sight of view like it didn't want to be seen. When I had sleep paralysis with the light of my room were turned off, I could always feel like something was watching me. Now I sleep with a tiny light on ... it helps a lot, really. Lol