last night I remembered many dreams.I woke up after some of these.while falling back to sleep it seemed I was going into another dream while still conscious.I would here voices,and catch glimpses of people or scenes.I guess this is what you would call Wild,but I wasnt trying to do this.when this started to happen I would lose conscious awareness,and then wake up again.would this be a hypnogogic state,and why didnt I stay conscious going into these dreams.
It sounds like the hypnagogic state. But usually I wake up if I become too conscious in it not losing consciousness, then I would fall asleep.
It does sound like you were in the hypnogogic state, but with WILD you maintain consciousness while going into the dream state. If you do not try to maintain consciouness, then it was not WILD. It sounds like you just went to sleep after the hypnogogic state which is quite normal, then had a dream. Staying conscious requires that you do something like counting.
don
Yes, if you want to hold consciousness your focus needs to be somewhere, perhaps on counting, or on observing what you are seeing. If you lose focus your awareness will slip away and you will simply go to sleep.
Agree with Don and Lucidity_Master. Maintaining awareness while still being relaxed enough to fall into the HH stage and beyond is a difficult one to master though. I often wake up just as I am starting to enter into a dream. I find myself in a black room and just as the dream starts to weave around me, I am woken up with a jolt! 
I find that the best way to get into that state where you are relaxed enough to get HH but still have awareness is to passively observe the HI. By that I mean you observe the hypnagogic imagery, making note of what you saw but allowing the images, colors etc. to pass as they wish. Don’t attempt to hold onto an image.
Be sure to observe HI with focused eyes, the way you would see in real life. If they let them relax it becomes much easier to lose consciousness.