It is extremely difficult to WILD when you first go to sleep. It is good meditation practice, but don't expect to have many amazing dreams. If you can get relaxed enough, you may be able to experience a cool trance-like state. Maybe even a brief dreamlet or some hallucinations. You really need to do it later in the night, when you can easily slip in and out of sleep, and are close to a long dream cycle.

Try to pay attention to all of your dreams throughout the night. If you can wake up after every dream, you will have plenty of chances to try MILD or WILD without interrupting your sleep very much.