I think runcrash, dungbootle, and Green_Incarnate have the right of it. I consider myself a pro dreamer and have had many lucid dreams, even given myself tasks to complete while in them (all 5 senses work in dream, for example). While I've not had the pressure sensation you speak of, you must have hit REM sleep or lucid territory. I notice that my most vivid dreams occur while sleeping on my back and the sheets are never that disturbed, thus the sleep paralysis theory. You've probably entered a dream-reflection of your room which captured your curiosity so you continued it, or it freaked you out and you became a slave to it. The only way to defeat these types is to look for discrepancies in the dream to give you a "Matrix moment" --"That's impossible", as the agent makes an incredible rooftop jump-- or muster your in-dream courage and tackle whatever it is on your bed which should force-fire your real muscles and jerk you awake. With practice you'll be able to flee dreams at will. For me, it feels like standing up out of water, a light resistance flowing past back and head.
Pass on the doctor and do some reality checks throughout the day. "Is this a dream? No, because of this.." Good luck!