I remember one dream, I was jumping up and down for some reason, every jump took me a bit higher and i was floating down slower. Suddenly I got lucid without RC from understanding that you can not jump like that IRL. Hard to describe the feeling, it was like a strong sudden enlightenment. Another one of the many exciting feelings you will encounter in your quest for lucidity 
Well if your question is how does it feel like when you immediatly enter an LD doing WILD (or chaining in my case) it feels like this. Like a force is pushing you into your dream body at a very fast speed. In my dream I don’t really feel different. But I do have a sense of knowing if I will wake up after I close my eyes in a dream. If I do wake up then I just chain and go back to sleep.