WILD last night (no prior sleep)

Last night me and my family went to a party (my aunt's 50th) and came back late at around 1 AM. I went to bed at around 2 AM, and thought I might as well try a WILD as it was in the early hours of the morning. I was surprised that it worked very well, having heard that it was normally only achievable after a few hours' sleep.

Would I have still had a REM phase at 2 in the morning, having not slept before?
Do other people have successful WILDs after not sleeping, just going to bed late instead?
I haven't been able to do a WILD when going to bed at normal time (along with most people) but do REM stages still happen at the same times when you're awake?

In order to explain what happened to you, you need to take into account that your sleep pattern is dynamic: multiple factors can determine differentiation between cycles or throughout the whole resting period. In your case, it could simply be a case of mild REM rebound, N-REM lucidity (which we still don't understand much about, but we do know that we do indeed dream outside of REM as well), or you maintaining consciousness until you've reach REM within your first sleep cycle.

It's actually very hard to guess (even more since you didn't provide that much information) because we still don't have a clear knowledge of what happens during WILD: we know that interruption of a certain sleep stage and consequent loss of wakefulness can lead you back to it, as we know that the disruption of that cycle can also occur in case you're awake for too long. But how exactly we go through sleep stages while retaining consciousness? As fair as I'm aware, no one has explained that yet.

I've sometimes contemplated this as well. I don't believe that the first REM stage begins until you have been asleep for about 90 minutes or so, regardless of what time you fall asleep. An exception would be in your case here, where it is quite possible that you experienced a consciousness-induced REM state.

Assuming that you were experiencing a REM stage immediately upon falling asleep due to the WILD, this suggests that it is consciousness that produces a corresponding result in the brain (in this case REM activation), rather than the brain being the sole cause of dream/lucid dream consciousness. Had you not induced the WILD, chances are you would have went through the normal non-REM sleep cycles before entering REM.

I have rather excellent dream recall, and have a wide range of different bed times due to having to wake up very early one day per week for my job, and the only time I've ever experienced a dream immediately upon falling asleep has been when I induce WILDs.

Without more information it is hard to say, as Zoth said. It is possible that you simply drifted off to sleep, became lucid through a Dream Induced Lucid Dream, and mistaken the DILD as a WILD since you had no concept of a passage of time. Hard to say though, as we don't know if you had been drinking, meditating, etc., and you didn't describe the experience.

Zoth pretty much covered this, but I can't help but add my two cents:

REM can certainly begin immediately upon falling asleep at night; for instance, people suffering from narcolepsy tend to enter REM immediately, with necessary reparative NREM periods coming later in the sleep cycle. And, as Zoth said, if your waking-life activities have impacted your sleep, you might find yourself in REM pretty quickly.

Finally, it is possible to WILD at bedtime, though doing so can be quite difficult and usually entails a long lucid tour of Delta sleep (NREM) before the actual REM dreams start (I highly recommend this tour, BTW).

I had considered the possibility that it was actually a DILD that I mistook for a WILD as the dream actually started in my bedroom.
It just doesn't feel like it was.
Oh well!

DILDs can also start in the bedroom. If we don't become lucid in them, then in the morning we recall having an FA - False Awakening. Those start in our bedroom, in the bed. We get up and go about our business, as we do everyday when awake. Only to have to do it one more time when we wake up for real, haha.

Either way, it was cool experience you had. Congrats!

I made the WILD without prior sleep many times (ok, just about 5-6 times). I was reading about this delta sleep thing, but I never experienced it. It is almost always the same: Loooong meditation (1-3 hours), after this hypnagog thing (mostly visual, sometimes audio), then the vibration and the quite hard "Beam me up, Scotty" transition. After this it is a regular LD, with nice quality. Yes it is short, and I never made it longer, then 5-7 minutes (with 2-3 DEILD-s), because I wanted to write up my experience. There is one question. Where is this delta stage?