This has happened to me twice this year, scared the holy hell out of me LOL
Here's the situation: I'm sleeping next to my girlfriend, sound asleep, then I decide that I want to wake up but I can't. It's like I'm stuck in a dream I can't speak I start thrashing and moaning trying to wake my girlfriend up so she can bring me to. It feels like I'm being suffocated. Has any have this happen should I have this checked out?

It happens to me all the time.
I think it is being in a really deep sleep and having a lucid dream.
If you feel like you are suffocating though you might want to try going to a sleep clinic. That could be sleep apnea or something serious.

Sleep Paralysis (http://www.webmd.com/sleep-disorders/sleep-paralysis)

Classic sleep paralysis! As said before!

Next time it happens, try swallowing or wiggling your toes... I hear it works!