its fairly common that you have trouble moving, or unable to move when waking up. it's even got its own name in mild cases: sleep drunken. Panic attacks when you're unable to move are more related to feeling helpless and restricted. The situation itself is relatively harmless. I'm sure someone said it already: There's a "switch" in your brain that says -sleep, dont move and -awake, move. When that switch doesnt go off when you're sleeping, we call it sleepwalking, and noone thinks its a sign of epilepsy or anything. When it fails to switch when you get awake its called sleep paralysis, and should cause as much worry, so not much. It is however much more frightening and stressful, because you are aware of your condition.
I personally dont know anyone who hasnt woken up in the middle of a night from a loud sound that wasnt there at some point in their life. Vivid dreams often include sounds, often even speech that, in your sleep, was comprehensible (hey, i can speak french in my sleep! or at least my dreams). This system backfiring in making the illusion of a load sound that triggers an alarm to wake you up... I would only get worried if its always the same sound and you start to hear it when awake too, or daydreaming. On brain malfunctions related to music there is musicofilia, or something, from i forgot which writer, which isnt entirely scientific, but more anecdotal and therefore more recognisable