Yes, for sure it's possible to have lucids as soon as your are falling asleep. You just have to ride out the hypnogogic stage. If you're falling asleep right away, that would definitely be the best way for you to go about it.
The tricky part is like you said, keeping your mind awake. Something that has worked for me in the past to stay conscious during the hypnogogic stage was meditation. I don't want to sound preachy about meditation or anything, because I almost never meditate. But there was a time when I managed to do it regularly for a short time, I rode out the pre dream hypnogogic stage many time.
Most people see strange random images during the hypnogogic stage, some only hear sounds or voices, and a very few feel things touching them. At some point during your hypnogogic experience you will begin feel your dream body. Usually your dream body won't start fully formed, it might start with just your dream arms or your dream legs in addition to your real body. You can speed up the formation of your complete dream body by swinging your phantom limbs around, trying to create enough momentum to wrench you whole dream body free. Basically what the astral projection crowd talks about, trying to roll out of your body.
The hypnogogic stage ends and the dream begins once you have your dream body. This is where you're going to run into a problem. Since the dream is fresh and only newly formed, the odds are it's not going to be stable in the least, and if you're not careful you're going to wake yourself up. Familiarize yourself with the basics of stabilizing dreams in preparation for entering dreams this way. This thread is excellent : http://www.dreamviews.com/f14/stabil...entals-116673/
But basically vigorous interaction with the dream environment will do the trick. Running, jumping, flying.
It's always possible that you skip the hypnogogic stage and enter directly into dreaming. This feels like the classic out of body experience, but don't fall for that, it's just a dream.
If you do manage to the hypnogogic route, pay attention to how the last hypnogogic image you were focused on before you got your dream body becomes the seed for the dream.
Good luck.
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