When the alien looked into your eyes, did you try to communicate anything to it (or vice-versa)?
I once woke up, paralyzed, with a being beside my bed, but it was not grey. It was black. I am not sure if this was an alien or something else, but I swore at it.., and it licked my cheek in mockery, and left.
Did you feel your thought-processes were paralyzed, too?