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So I hear people talking about lucid dreaming all the time, but it seems like so many of these people describe the similar situation as hypnagogic or hypnopompic hallucinations. What is the difference? I have hypnagogic hallucinations all the time, since I was a baby.
HH is what you experience when you're transitioning between the waking and dream world. During HH, you're are still "connected" to the physical world and, so, if you were to attempt to move, you would move your physical body. A lucid dream is where your consciousness is now entirely in the dream world and, so, attempting to move, will, usually, move your dream body. Aside from that (which can probably be better explained by someone else), lucid dreams are generally more vivid and, for want of a better word, real.
Quick answer, lucid dreams are more vivid, more difficult to initiate, and occur in a different stage of the sleep cycle. One can transition from HH to lucid if you can maintain a coherent stream of consciousness from wakefulness to sleep. That might actually be the source of some of the confusion.