I think that the vividness and the recall of your dreams will improve as you become more immersed in the dream realm, I know mine did. When I first started attempting to lucid dream I never could remember even a shred of my dreams, of course I was smoking a lot weed at the time which I think was the cause, but regardless, as I've increased my knowledge and understanding of lucid dreaming I feel like I'm a lot more aware of what is going on in my brain when I'm asleep. However several months of obsession with lucid dreaming has only granted me two lucid dreams, both being accidental. I think that if you keep at it eventually something will click on it's own and you will lucid dream, as happened with me. It's been a long process for me, I think that as long as you keep trying you will lucid dream eventually.

Also the vividness of my first lucid dream caught me quite off guard. I remember having a few weird experiences kind of like the ones you described prior to my first lucid that I wasn't sure about. Anyways when you have a lucid dream you WILL know it.

When I had my first lucid I rolled out of my body like a lot of places suggest, you said you tried it so I'm hoping this will help somehow. It wasn't hard when I did it, I really didn't even think it would work, I just figured what the heck I'll go for it and so I sat up, just like I normally would when I woke up, and I had absolutely no idea that I was dreaming, If it weren't for reality checks I think I might have continued going about my normal wake up routine with no clue that I was actually in a dream. So I guess I don't know what the heavy feeling was about but I hope I helped.