I used to have HUDs naturally without even attempting it. As a powergamer, I have gone on binges where I played a game waaay too much without breaks. Sometimes this would result in the game being carried over into the dream, where I would continue playing. I have even had 2d dreaming games as a direct result of this. In fact, not long after I got super mario world for snes back when it was still fairly new, I got really into it and dreamed that I was in that game jumping on enemies n stuff.

Now my HUD's are more refined, and with me and Alter's new SDRPG we are working on, we are attempting to manipulate the senses of other players and force them to see an HUD in about the same way as we control how they sense the game environment.