Sometimes I will do everything short of falling asleep (turn the light off, lie down, throw some blankets over me, shut my eyes) and start dreaming while awake, usually hallucinating that some figure I can't identify is watching me from a short distance, typically peeking around my door frame, before it promptly runs away. Guess that's more like the polar opposite of lucid dreaming. Sleep paralysis maybe? Though, like I said, I'm awake or not fully asleep at the very least. The times I have successfully initiated lucid dreaming were preceded by these episodes. Unfortunately, I almost always jumpscared myself awake when I achieved it. Unlike coming back to reality after noticing I'm being watched during sleep paralysis, I usually fixate on a door or window and something pops out from behind it and lunges at me shortly after.