I have had this feeling twice now.
Once i cant remember much about the dream, but the other is:
I realised i was dreaming and tried to stay in it and i made an anchor appear to try and stay lucid. Then it started getting very very very bright and i could feel this pulsating in my head and like my eyes were being pushed back in my head.
Any ideas what this is?
No one gonna reply?
I can’t help ya cause I’m very new to this when compared to the experts…
but maybe I do know something…
For the fact not being able to remember your dreams too good, I’d reccomend that you keep a dream diary…
When you wake up, you instantly write everythig about the dream what you remember…
and also try by repeating to yourself before going to sleep for several times “I’ll remember my dreams”…or something similar…
As for the other thing… my best guess would be that the initial feeling like “joy” for being able to become Lucid was maybe too strong and your mind didn’t alow you to stay Lucid…
Also, since your head started pulsating, that would be a result of a struggle…your mind didn’t want to keep you Lucid but you did, and there you go, you ended up with a “battle”…
I’d suggest not to force your staying in a Lucid dream… eventually you’ll be able to keep yourself in a Lucid dream…
I know it happened to me aswell… not the pulsating thing, but I became lucid during a fall, and then I instantly woke up…
It’s a result of our inexperience… you become frightened and you’re automatically being drawned into the real world…
I hope this makes some sence to you and others… it does to me anyway…
Maybe you could give more details of what your experience was like. Did you wake up during this event? If you did, it was probably just the sensations of waking up.
I’ve had similar sensations while waking from a LD. I’ve also had odd sensations entering a LD, especially through the WILD method. Recently, when I was trying for a WILD, I felt like my neck was lying on my hand and cutting of my brain’s blood supply. I really felt like I was passing out and is startled me awake. Once I was fully awake I realized my hands were by my side and I was safe and sound.
Paranoia and fear can really be inhibiting for LDs. They can manifest themselves in dreams that make them seem real when they are not. That is however the nature of our dreams. I’m assumed this frightened you by the “eyes were being pushed back in my head” comment. If so, I’m only trying to confirm to you that everything is safe while you are in a LD. It is your fear that you should be afraid of.
I still need more details for my advice to make sense. Did it frighten you? Were you lucid after this experience? or did you wake up during? You ask: “Any ideas what this is?” the easy answer is “A lucid dream.”
I’m assuming you are wondering if this is a “bad” thing. If so. No, it’s not. 
I do record my dreams, i just started to do it again.
After the light i woke up, but when i woke up for the day i realised for some weird reason i could have had a waking dream but i didnt realise it. Also yeah it was excitiement and there was a battle in the second one. I tried spinning, then i started saying, i will stay lucid, i will stay lucid. It was like i was fighting it. I knew i was awakening, i could feel my physical body.
Something similar happened to me a week or so ago in a LD…
I’d been lucid for maybe like a half hour dream time and I was walking around in an attic-like room. I was looking out the second story window to another one a couple hundred feet away and was getting ready to fly out to it.
I was just about to jump out when I saw three or four bright flashes of light in the top left corner of my vision, so I stopped myself. I tried to remember I’f I’d read anything about this on the internet and worried it meant I was waking, so I began rubbing my hands together and I span around until I felt sure it wouldnt happen again. So then I flew out the window and was maybe five feet from the house (and 20 feet above the ground) when I saw the flashing lights again, which surprised me so I landed. Within a few minutes my dream faded away…
I am unsure about the flashing or pulsating aspect of the light, but I know that a couple of times I’ve had my visual get very, very bright while in the process of losing the dream. Maybe trying to create the anchor was a greater exertion of energy than you had realized & disrupted your focus. Let us know if it persists. 
OK, that sounded way too much like a family doctor. Let us know what happens (was that better?) 