Ah, I had one of these dream within a dream things quite recently... Not completely though. As in I didn't actually get into the second dream. In the initial one, what happened was I was actually in bed about to go to sleep. Kind of felt like sleep paralysis, or something like that, to be honest. It was a really bizzare sensation. I woke up not too long after the transition to the second dream started... Back into the first dream, that is. Also not too long after that I actually woke up. Personally, I'm going to try and stay away from this stuff, it's not really helpful and just kinda scares me. Then again, when I was in sleep paralysis I was scared of a floating big bowling ball that made dying giraffe sounds...