That's called being high.
Anyways that is your dream. I never experienced that, just experienced lots of time controling my own dreams which is amazing, you wake up with a feeling that you can't imagine, you feel so awesome!
Another thing, when you see that shade cillin' over you, it's probably when you're at a dream but in reality, how can I explain... Something like you are leaving the bathroom but forgot to clean your ass. Pretty much that. You were still dreaming while you were awake.
To finish, why do you get scared? Don't you know that's just some bullshit? Demons doesn't exist, it's all product of your mind, if you don't want to be in fear, just man up! Try punch the shades and see the reactions, probably is gonna be hard for you to remember not to be scared at the moment but try! That's the only way you gonna find what's happening when you get in fear, try to get to some lights.