I knew a man, who was first coming to the Lord back in 1973, who had similar experiences. He would wake up and feel as though an evil spirit was at the window looking in, and he could not move. One night, he asked Jesus to help him, and suddenly he felt that the evil spirit left. Then he could move again. I believe it helps to actually believe that Jesus has the power to help you, and for that you may need to ask him for help with your unbelief.
Mark 9:23-24, “Jesus said unto him, all things are possible to him that believes. And straightway the father of the child cried out, and said with tears, Lord, I believe; help my unbelief.”
Many Churches today actually make it difficult to believe in Him, especially when they teach that God is more like the Devil. They teach that God intends to eternally torch most of humanity, because they do not know Jesus. In reality, this doctrine is promoted by Satan. He loves to smear the name of God.
Why would God allow this? God knew Satan would lie and Adam & Eve would sin even as He was creating the world. God had even planned the ransom sacrifice of Jesus and the restoration of mankind. Revelation 13:8 (NIV) “…the Lamb who was slain from the creation of the world.” But in His wisdom, He is permitting mankind to experience the horrible results of sin now. Then when they experience the final test at the end of Christ’s wonderful 1,000 year reign (Revelation 20:7,8), they will remember the consequences of disobedience, and chose obedience and life. That is why we pray “Thy kingdom come, thy will be done…”
I suggest that you obtain a copy of “How to Study the Bible and Have It Make Sense” (offered free in this App). Read it looking up the scriptures as you go to verify that it is indeed speaking what the Word of God says. This will help with your unbelief.