I experience that kind of stuff too. Sometimes (rarely) I can control it, if I'm still conscious. That works best with sounds, especially voices and music; I hear them really realistically but I'm not asleep. But most of the times I just notice that things get quite realistic and I'm wide awake in no time. Didn't have longer scenes in that state though. I'd say it's usual sleep onset, except with consciousness involved.
As you first go to sleep at night, you rush through REM, but there is a short period of REM. Also you do have REM in every sleep cycle, but for the first hours it's very short, not very vivid and hard to remember (usually).