What are some weird actions you do in REM (Deep) sleep that your body thinks is real and bypasses to you doing in the real world?

I've been having this recurring knocking dream where I hear someone is banging on my front door. It turns into sleep-paralysis for a couple minutes before I allow myself to wake up to see wtf is going on. My first action is usually to reach for my gun for home protection. Nobody is ever at the door. This happens a couple times a week between 2am and 4am.