First come to your second question- It is called HYPNOGOGIC HALLUCINATION
. It is purely natural. What are you thinking? It is amazing. Just ask 10 of your friend and see how many of them have experienced the same?
Now First thing you are telling about may be Nocturnal Dyspnoea which is not at all a good sign. It may indicate some heart or respiratory problem.
You should do -
2. Chest X-Ray PA view
Then go to a general physician he will check the report and will assure you wheather you have any problem or not.
Best of luck.