I would say, keep your eyes closed, fill your mind with pleasant thoughts. Maybe with some cool beach, or some nice place you want to visit in your dream. The likelyhood of something scary happening is much much lover, if you are not scared going into the experience.

The wind, and sounds, whispers, sensations of movement - it really depends on a person if you get scared by that or not. IWL, I'm a huge scaredy cat. But when I experienced most of my HH, it was so interesting, that for some reason I didn't get scared at all. And by then, I'm so far gone, that I know just a few seconds and I'm in LD.

HH by themselves are fascinating. But before you start exploring those, maybe you could get some more experience. So you know nothing can hurt you and you will go into next attempts with more confidence.