Victims may have been experiencing waking dreams or sleep paralysis. The phenomenon of sleep paralysis is well-established. When we are in a dream state, our body induces paralysis to prevent us from acting out our dreams. Malfunctions of this process can either result in sonambulism (sleepwalking) or, conversely, sleep paralysis - where one remains partially or wholly paralysed for a short time after waking.
Additional to sleep paralysis is hypnagogia. In a near-dream state,
it is common to experience auditory and visual hallucinations. Mostly these are forgotten upon fully waking or soon afterwards, in the same manner as dreams. However, most people remember the phenomenon of hearing music or seeing things in near-sleep states at some point in their lives. Typical examples include a feeling of being crushed or suffocated, electric "tingles" or "vibrations", imagined speech and other noises, the imagined presence of a visible or invisible entity, and sometimes intense emotion: fear or euphoria and orgasmic feelings. These often appear quite real and vivid; especially auditory hallucinations of music which can be quite loud, indistinguishable from music being played in the same room. Humanoid and animal figures, often shadowy or blurry, are often present in hypnagogic hallucinations, moreso than other hallucinogenic states. This may be a relic of an ancient instinct to detect predatory animals. Dress Affordable items with sleeves to wear of the evening occasions
The combination of sleep paralysis and hypnagogic hallucination could easily cause someone to believe that a "demon was holding them down". Nocturnal arousal etc could be explained away by creatures causing otherwise guilt-producing behavior. Add to this the common phenomena of nocturnal arousal and nocturnal emission ("morning glories" and "wet dreams"), and all the elements required to believe in an incubus are present.
On the other hand, some victims of incubi could well have been the victims of real sexual assault. Rapists may have attributed the rapes of sleeping women to demons in order to escape punishment. A friend or relative is at the top of the list in such cases and would be kept secret by the intervention of "spirits".