Why can't I move or make any sounds when I am half asleep and half dreaming?

I am a doctor. This is something called sleep paralysis---an extension of what normally happens during sleep to protect you from hurting yourself. Much as some people have a release of this effect (like with sleep walking), some have an extension of it into the period when they are waking up. Not dangerous, but scary. Sometimes it can be treated, ironically enough, with meds that make your sleep very deep in general, but not really necessary. Mention to your doc as it can sometimes accompany other more serious sleep disorders.