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The memory footprint hypnagogic hallucination is the one that tells you that you are getting close to a lucid dream. It happens when you are hovering between the subconscious and conscious minds, dipping into the subconscious to pick up a part of a dream image, but then coming back out. Because you are in between consciousnesses when seeing memory footprints, it is important not to disrupt yourself because you are very close to slipping into the dream state.
I don't have any experience in WILDing, but I believe if you stay still when you experience any kind of hypnagogic hallucination (even just very faint ones), you will eventually see yourself entering the dream, or see the dream forming itself in front of you. Again, you can still WILD if you don't experience any hypnagogic hallucinations; you just don't have an indication of when you're getting close to entering the dream state.