What is this? And why does it happen when I sleep?

It most likely is sleep paralysis. To make a long story short, when your body goes way deep into REM sleep, your body secretes a chemical that paralyzes you. People have some crazy dreams in REM level of sleep, so your body paralyzes itself, so the sleeper doesn't act out their dreams and hurt themselves or others. What you are doing is waking up (sort of) during these episodes. A lot of people who claim to be visited by angels or abducted by aliens are really experiencing this phenomena. It is like the dream overlays the reality you see with your eyes. This can happen for many reasons such as just being prone to it or perhaps the person is going through a horribly stressful situation. If it persists, go see a doctor/shrink.

It's called sleep paralysis, some people try to reach it while trying to have out of body experiences. It's not unhealthy or anything

Sleep Paraylsis.

It's normal.

Wiggle your toes to come out of it.

you should see a doctor