I have had almost the EXACT same experience so many times, i can´t even count any more.
I am always sleeping, i KNOW i am sleeping, and i wake up in my dream. Everything in the room is exactly the same, but I am sure i am still in my dream. Always the same thing happens, I can´t move at all and the fact that i am completely paralyzed in my dream, scares me into frantically trying to wake myself up...it´s scary and annoying at the same time. When i finally do wake up, the same thing happens to me, I just fall back asleep...so it has got to the point where i literally have to force myself to wake up no matter how tired I am, and find something else to occupy my mind for a while. Sometimes this will happen to me several times until i finally have the energy to basically pick myself up out of bed so that it stops happening. It happens the second I fall asleep...almost always. One time, I saw my boyfriend...exactly as he was before leaving that morning. He was right there beside me but he wasnt doing anything, and than he left.
Since this happens to me so frequently, I have come to notice certain patterns...maybe it will help you ?
I have noticed that first off...this almost always happens when I am sleeping in the house completely alone. In fact I can´t remember it happening in a situation where there has been anyone else in the house but me.
Also, it happens a lot if there has been some sort of negativity in my life.
But the biggest thing i have noticed is that it always happens after i wake up for a while and try to fall back asleep. It almost seems as if I am tired but my body is telling me to wake up, which makes sense because it has happened a lot when I over sleep, and than try to go back to sleep again. But I finally force myself to sleep and this happens. I have read a couple articles and one said this can possibly happen to people that take naps, or try to fall asleep sitting down. One article said that your body is trying to create an alarm clock and that is it´s way of waking you...by waking you in your dream?
Anyway, I also read something that said it helps to blink, and occasionally when you do, and open your eyes again you may be completely awake...and it has worked for me almost all the time..it just takes a couple tries to get myself awake.
I hope that helps you a bit because I know it´s really disturbing and incredibly annoying. Good luck with that !