From what I've read, you typically picture yourself in a setting and then the scene becomes realer and realer until you eventually are engulfed in it.
This is the visualization technique, and I've actually never been able to do it. It's best for those who have very vivid imaginations, and it might be difficult for a beginner to try since the dreamworld is usually more unstable.

My transition is like this. I can tell when I transition into SP because my awareness changes...it's a little difficult to describe. But after that I feel vibrations come over my body, sometimes mild, sometimes more intense. Even though my body is vibrating, I'm losing track of the specifics of my body. I can't tell if my hands are vibrating or what. So it feels like the vibrations are accelerating me through something, and then they fade. Sometimes I can still feel my body, so I have to separate my dream body from my real one. If I don't feel my body, I can open my eyes, and I'm in my room. So basically I close my eyes, ride the sensations, and open them back in my room, but in a dream. And I'm completely conscious, though sometimes I'll find myself doing irrational things.