Has anyone here heard of Chaining? Or for that matter ever done it. It sounds cool and I want to try it.

This is what it says in Wikipedia

"Dream-chaining or “chaining dreams” is a method to re-enter your dream after you've woken up. It can work for lucid and non-lucid dreams, but you will probably want to enter your dream lucidly. Once you wake up from a dream (if you don't think you were dreaming before you woke up, it may not work well) you should stay still and keep your eyes closed. It doesn't matter if you move a little or open your eyes, it's just that the less movement, sensory stimulation, and less time awake, the better. Ideally, it should feel less like you've woken up, and more like you've taken a 30 second break from dreaming. Once you're prepared to go back to sleep, close your eyes and either visualize yourself back in your dream, or use the “spinning technique” given in the next chapter to imagine yourself spinning back “into” your dream. Spinning is a little faster than visualization. Be sure to maintain the fact that you are dreaming (unless you don't want to be lucid), or you may lose your lucidity while falling asleep. Stimulate your senses as early as possible"