Seems to me like you are talking about entering a dream straight from waking. If all your senses are in the dream, then you are asleep. Sometimes you can slip into REM without even realizing that you fell asleep and still not realize that you are dreaming. This happens often when hitting the alarm over and over in the morning or during WBTBs, but it can also happen when you take a nap a few hours after waking. There is no gap between waking and sleeping, but you somehow lost consciousness, because you were not lucid. My opinion. I would love to hear more.

Quote Originally Posted by 006 View Post
The closest I experienced like this was simple daydreaming while lying in my bed, falling a little asleep, so the daydream got into a dream... but when I tried to control it, instant wakeup.
Interesting topic however, made me curious.
I have had this happen as well. When trying to control it, I would move the wrong body. :/ after getting the same feeling upon waking as that feeling, I thought about stabilizing, but I couldn't move when stabilizing. I thought about it more and realized that I could change everything I was feeling by thought, so I would imagine my hands moving up and rubbing together (Now I just press button, but that is a different story). This would pull me into the dream world completely, and I would then be able to move like "normal" within the dream.