I only fully experienced it once, though I get to the HH stage a LOT, spontaneously, but then it freaks me out so much I jolt awake. This time, however, it started happening again, and I freaked for a moment, but then recognised it for what it was and that knowing alone calmed me down enough to just wait it out and voila, I was dreaming and fully lucid.

Remembering nothing can harm you and that you're perfectly safe is SO vital!