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I often get to the point of AP during dreams/waking but as I try to move out of my body "electricity" (felt as strong vibrations) shoots through "me" mind and there is a feeling of sickness too. I often wonder if the brain can be damaged in some way from doing this. Are there any reports of this happening?
Thanks.

Thanks for the help, guys  Haven't had any lucid dreams/SP since. I will update if I get any further.

One thing that even lucid dreaming specialists agree on regarding sleep paralysis is that taking control of your breath is the method to exit paralysis. 

By exit do you mean just wake up?

Whenever I get to the point of sleep paralysis in my dream/ after the dream, I feel I can't breathe and then wake myself up completely. Is my body still breathing at this point and it's just disconnected from my mind (googling this says that respiratory movements are intact during SP). If this is true then is it something I should work through so I can eventually move to the next stage of AP?