Night terrors, not that I recall. Nightmares, fairly regularly until age 9 or 10 when I figured out how to take control of my dreams...which led me to lucid dreaming.
Never had sleep paralysis.
Lucid dreaming, yes. But I almost never recall my dreams since my mid-teens...virtually all the ones I do remember are lucid, and when I have non-lucid dreams I almost never remember them, whether good or bad or weird. My lucid dreams are remarkably faithful to real-world physical laws, though they can be rather odd as far as setting. Orbital construction worker, American West buffalo hunter, roller derby,... I generally go along for the ride even if it's unhappy, and only shape it if it's making a Seriously Fucked-Up Transition.