I just discovered this whole phenomenon. Yesterday evening in fact. I’m a bit overwhelmed by all the info, but I decided to give it a shot and gave myself a crash course in WILD.
Basically I did several RC’s in the last 2 hrs before bed. As I was going to sleep I kept repeating the though “I’m going to have a Lucid Dream”, and tried to think of a possible scenario to start with. I had a song in my head while I was still very much awake, which wouldnt go away no matter how hard I tried, and it was causing me to lose concentration. From there on here’s what I remember. I started feeling “vibration” which from what I read is common while in the hypnogogic state. I read this so I didnt get all panicked. Not too much longer after that I was having a having a dream that I was at work. Now, I dont think I ever left hypnogogic, because the whole thing was more like a daydram and wasnt as vivid as reality. In fact I believe my consciousness was still very much rooted in reality, as I was aware of my actual surroundings, the position of my body, the temperature of the room, etc… In fact I was able to command my body to move at will like roll over to get more comfortable. In my dream, I felt more like an observer than an actual participant. I was kind of excited but I tried to remain calm so it all just didnt vanish. I wanted to speak to a dream character but was unable to. I had to fight to do a reality check, which I did. I looked at my hand. I’d say it definitely failed because it didnt look right. It wasnt a clear image of a hand with 7 fingers or something like that. It just wasnt clear at all. The reality check was really uncessary at this point because I was aware what was happening.
So anyway, like I said, I was at work. I tried shouting “more lucid!” a bunch of times, but I dont think I was capable of doing it, it seemed more like I was shouting it in my thoughts. I decided to take control and see what I could do. I wanted to go someplace else, so I told myself that there would be a different “dimension” behind the bathroom door. And sure enough there was. I dont remember exactly what I found but it definitely wasnt the bathroom 
. I dont recall much else of what I dreamt that night, except for the fact that the thought of LD-ing didnt leave my head, and that I woke up several times.
So what exactly did I experience? Whatever it was, was indeed fascinating, but I doubt it was the real thing. I know I didnt enter REM sleep, which I believe is pretty important.