When you go to sleep normally, you’d first go through about 90 minutes of non-REM sleep before you start dreaming. But when you WILD, it takes you directly to the REM stage. Are there any complications from this if you WILD every night?
when you WILD you don’t skip the nREM sleep. The thing is the more you sleep the shorter the nREM is and the longer the REM is. That’s why it’s so hard to WILD right when you go to sleep at night, because you have to wait a long time to get into REM sleep. When you WILD in the morning it might seem you’re going straight into REM but you’re not, it’s just that you might not even notice the short nREM.
How can you NOT notice the non-REM period? Am I just sitting there in some dark little room in my brain until REM starts, but I don’t notice it? How does that work?
I’m not sure 
I actually have that question myself, how to recognize you’re in nREM sleep?
But in the morning when you WILD more easily, I guess you might just think it’s a small part of the WILD process.
Once I remember I got into this “state” where I wasn’t in SP, but my breath was really deep and almost automatic, I was increadibly relaxed. I wonder if that was nREM 
Mmm…Not exactly. You pretty much go through all the N-REM stages before you get to REM. As I believe it was mentioned thats why WILD is no good at the beginning of the night.
How do you not notice it…well N-REM is basically any sleep in which your not in REM. Therefore when your WILDing the N-REM sleep is when your seeing HI, when everything starts to form into some sort of coherent picture/dreamscape that is when your going into REM.