I think what you see/hear/experience in sleep paralysis is effected by what parts of your brain are in a sleep state and what isn't. For starters, the entire process is based around certain motor functions going to sleep, but certain conscious process being awake. The experience of entities hanging around in the corners of vision, or even in full sight, is one of the more common experiences in sleep paralysis. I would wager that is so because certain vision areas of the brain and perhaps some areas related to paranoia. If that is just way off, which I doubt, then it might just be something of an automated response to your brain. This would be similar to recurring dreams that are often set off by similar circumstances either in your external life or your internal conscious. So because your first experience with paralysis had this ghost experience, and because it was such an emotionally strong experience, your mind just associates that state with the dream first experienced and fills in the blanks.
So there you go a neurological theory and a psychological theory. If you don't like either than maybe your house is just haunted or you're being abducted by aliens.
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