hey there!

well, the sensations when entering a lucid dream are different for everywone. for me the sensation is like myhead is being filled with water and a loud 'white noise' can sometimes be heard.

I have no idea why it is different for people, but its nothing to be worried or concerned about. It is simply your mind adjusting to the new state of concioussness you just landed yourself in. It is the dreaming equivelant of standing up too fast after sitting down and relaxing for a while.

hope this helps!