Same thing happened to me last night. I was lying in bed, trying to just drift off and I don't know, catch my dream as it took shape, I don't know, I was bored.

Anyway, I kept having things pop into my head, and voices speaking random phrases that I didn't think of. Then I, and I am sure everyone else on here, felt some kind of bug on me, but I ignored the itch and let it subside. When that happened, my body shut down a little bit more. That itch is a test your brains makes to see if the body is still awake or not. If you don't scratch, then the brain might think your body is asleep, and will go asleep itself.

But then I though I heard a moth in my room, but I disregarded it as just my mind. But then it landed on my face and I flipped out. Spent the next hour trying to catch it to throw it out the window, didn't have any dreams last night because of it.

Moral of the story- ignore the itches and worries. It is just your brain. If you can successfully get past all of them without moving or opening your eyes, your body will enter S.P. and if you are lucky enough, you can enter a dream that way.