did it
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The only reason why you’re on autopilot is because you don’t know how to drive, yet! 
(metaphorically speaking)
I don’t know if you keep DJ, but it’s the one of the most important things to have, because this will help you in dream recall and more important in realizing that you’re dreaming.
For example, in one of my dreams I was under some kind of a bridge, and there was a police car and next to the car was man standing, nothing unusual about it except his skull was opened and I could see his brain, and all that didn’t make me lucid. But no need to panic, I mean there are many dreams, and I would dare to say almost every dream is odd in its own way, so many more chances to get lucid. But to get to that step you should keep DJ to have dreams in one place and then you can analyze them, and figure out what your DS are…
In realizing that you’re dreaming also autosuggestion and RC do help a lot, and when doing RC it’s important to do it right, not just like ask yourself a question: am I dreaming? and give an answer like: no, ok, I’m not dreaming. It’s important to stop, look around, try to remember what were you doing, where were you going and things like that.
Hope that helps. Peace!
Interesting question, I don’t think it has ever been asked, at least not while I was here.
So, there might be two different things that happen once you turn lucid. By ‘‘getting immersed in the dream’’, people mean that you suddenly take control over your dream (if you are lucid enough…if not, then you just know you’re dreaming but can’t actually do anything about it) and you become aware of every little thing in the dream. So, getting immersed psychically, not physically.
The other thing that can happen once you are lucid, is, as you guessed, waking up in the bed. I do this on purpose. When I become lucid, but my lucidity is poor, I close my eyes, and when I open them, I’m fresh and fully lucid in my room.
Well, if people felt otherwise, we would all be just lucid dreaming, wouldn’t we?
That’s how every normal dream feels like. Once you can control the dream, it will be a completely different feeling.
How your unconscience does it, is through all the various techniques and RCs. You said you have learned some techniques already, so that will help 
Immersed in your dreams, you mean like where does the setting come from when you become lucid. If thats the case it is usually something like you walking down the street, notice something odd, and then realize your dreaming. Thus the setting is wherever you are once you realize your dreaming. In the case of WILD oftentimes a scene will develop and you slowly all that dreamscene to draw you in.
You feel like you’re on autopilot because your either not lucid or very low level lucidity. Obviously if you don’t know you’re dreaming your going to feel on autopilot because your just sailing along with your dream. If you’re lucid, but only barely, you feel this way because although you know you are dreaming you don’t understand fully the implications of it and aren’t as aware of you could be of the fact that its a dream and thus fully manipulatable.
As far as your subcnscious telling you to lucid dream it comes from habit and desire really. Schooling yourself to do reality checks and think about lucidity alot obviously becomes habit forming, which eventually carriers over to your dreaming life as well and you start doing RC’s in dream from habit. Motivation/Desire help because these strong feelings tend to stay at the forefront of your mind and thus you are also thinking about them whilst dreaming.