I sometimes get that too, but not always in the morning. Sometimes at night when im really tired, if i think about something (which usually includes visual imagery, becuase im a very visual person) my mind of wanders off on whatever it is and turns into a sort of dream. Like the other night, I was thinking about how cool it would be to live in a castle, and i started imagining what it would look like if i could. After a few minutes i went into a dream (i never noticed the transition) in which i ran into a castle and swung up giant, stair like walls on hundreds of ropes that hung down. After i do that for a few minutes, i realize im dreaming and wake up. I don't go lucid, at least i never have becuase i always wake up. I'm rambling now, sorry, but just trying to relate.