If you are trying to learn to WILD, definitely do it after a Wake Back To Bed. It is very rare to be able to have a successful WILD when you first go to sleep. The problem is, you don't have any substantial dreams when you first go to sleep. Even if you manage to fall asleep while maintaining some awareness, you will be in flighty NREM dreams that will not produce any worhwhile lucids.
If you want to try, feel free. It can still be good practice. Just don't get frustrated if you do everything right, and you still end up in a weird limbo state, unable to enter a dream.
If you are sleep deprived, you may have better luck. Also, like Delphinus mentioned, you can catch a REM cycle during a late morning or mid-afternoon nap.
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