When you are starting on your road to lucidity you can encounter strange things in your dream. Some are the signs of nearing lucidity, others are phenomena occuring during the sleep cycle.
Before you have your first lucid dream you will probably experience some of the phenomena mentioned below. But also when you haven't ever had a lucid dream some things can sound familiar.
Here are some of these signs, so you can prepare yourself a little.
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Some of these phenomena can be very frightening or desorienting. When you are overcome by fear, know that you can wake up at any time.
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False awakening
This is something common. You think you are awake, when you are in fact sleeping. You will awake shortly after your false awakening. Sometimes you can have more false awakenings before you finally have the real one. It can be very frustrating.
Talking about dreams
You will have dreams in which you are talking about dreams, writing down dreams, telling somebody about your dream and so on. This is a sign that lucidity is coming very close. In due time you will make the step to "Hey! but I'm dreaming now!".
Example:
I dreamt I was in a room with beautiful paintings.
I said to somebody:"Wow, they look just like paintings I see in my dreams."
...silence...
"Wait a minute, I am dreaming!"
Strange sounds
Especially when you are in that twilight zone between waking and sleeping, you can hear strange noises like swishing, zooming or rinkling. This is a normal occurance in this stage of sleep.
However if the sounds are loud and accompanied by the feeling your body is moving it can be the sign you are on the verge of having an Wake Induced Lucid Dream or an Out of Body Experience (More on that later).
Feeling of movement
Together with the sounds above, you can also have the feeling that you are going to a tunnel really fast. Another one is feeling yourself twirl around your axis or feel a kind of rocking movement. These are also signs of entering a Wake Induced Lucid Dream (WILD) or having an Out of Body Experience (OBE).
Sometimes I have the feeling I can fall out of bed. I will just "tumble" out of my bed, while in fact I'm still in it. What I do after that (after a Reality Check ofcourse) is flying through the window or stepping through a mirror.
Falling sensation
Sometimes you can have the feeling you have fallen with an enormous impact which shook you awake. Some believe this is because you just had an Out of Body Experience, and this is when your astral body is jerked into your earthly body. Nothing to worry about.
Feeling paralysed
Muscular atonia (paralysis) of REM sleep is the way the body uses to prevent you from harm while dreaming. Normally you are asleep while your body is in total relaxation. When you practice WILD (falling asleep consciously) you may have the feeling that your body is paralysed or numb.
However it occurs that some people wake up and their body is still paralysed. This is not actually a sign on the way to lucidity but a curious phenomenon that should be mentioned.
Scientists think this form of paralysis is linked with some nerotransmitters in the brain, like melatonin or glutamate. It is harmless.
This experience of waking up and feeling paralysed may be frightening because in some cases it may be accompanied by hallucinations. You think you are awake, you lie in bed and somebody dark and scary approaches. You can't move, can't scream, nothing. Folklores have often given a name to this phenomenon: American people call it Old Hag, Japanese people kanashibari and in old french it was called Cauquemare... what transformed later into the term "cauchemar".
If you're subject to the sleep paralysis, one way out of it is to close your eyes, try to relax and tell yourself it's all a dream, and enter a new dream.
Here is a very useful link with a lot of information about sleep paralysis (thanks David P): .
One of the most asked questions is: Was I lucid? The answer is simple. Did you at any point in your dream realize that you where dreaming? That everything around you was a dream? Then congratulations! You had a lucid dream.
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Thank you Basilus for the SP addition