As a side note, it was much harder to learn to stop doing it, than to start.
Interestingly, however, I do get another thing, which I haven't seen described anywhere, which I'll dub false memory syndrome: while in the hypnogogic state on the edge of sleep, sometimes my memory will change. I'll still be me, unlike with ordinary dreaming, but with a whole new backstory. Unfortunately I don't remember the new backstory afterwards, so all I retain are second-order memories; memories of thinking about the backstory.
e.g. once I was suddenly convinced I'd committed some sort of crime or other, and was wondering whether to try and run or resign myself to going to prison. No idea what the crime was now (I'd quite like to know what my subconscious was worried about).
This has happened to me so often I will occasionally think, hmm, this is odd, I wonder if it's false memory syndrome again? Which is a classic lucid memory trigger. Except I'm not really asleep, and I will always decide that it's not.
After waking up from the one described above, I was really relieved to find out that it really was false memory syndrome.
...hang on, the police are at the door.
Trippy part is that dream "experts" seem surprised by much of this. They should study lucid dreaming more, esp under brain scans. Might learn stuff.