Sleep paralysis. I experienced it once and even though I refused to open my eyes and thus didn't see anything I couldn't control my emotional response. Unadulterated fear for what felt like hours. Luckily I knew what was happening, so under the emotion I had some understanding of what was happening. I can totally understand why people would think it's supernatural. It's scary as fuck. I eventually worked my way out of it by wiggling my fingers and flailing around for the light. Don't think I went back to sleep that night.
One other time I can think of where I broke out of paralysis I somehow punched myself in the face IRL to get out of a nightmare. I have a weird relationship with sleep.