Hypnagogia is a transitional stage, sleep onset stage. It used to be used almost synonymously with N1 sleep, now there is a more sophisticated system, dividing the sleep onset into 9 stages (sleep onset stages according to Hori, proposed in 1994). The first two stages happen while still being awake, the last stage happens at the beginning of N2 sleep. So basically, when you experience a hypnagogic sensation (these are most often visual, followed by auditory and kinesthetic), you can be in any of these stages (W, N1, N2) but most probably you are in N1.
The important fact to understand is that the N1 sleep onset definition is arbitrary. Falling asleep is a gradual process. N1 sleep is often experienced consciously, it is drifting in and out of consciousness, and people awaken from N1 sleep very often perceive their state as being awake.
Going back and forth between the sleep onset stages (waking up a little bit and drifting off again) is also common because it is very easy to wake up from N1 sleep. It becomes increasingly more stable as the sleep onset progresses.
Typical sleep onset imagery is short, flat (2D), with the dreamer not present in the scene. Then they can get progressively more complex, longer, 3D, include additional senses, and generally more dream-like.
As RelicWraith said, the term dreamlets is often used for these.
They are different than normal dreams - shorter, they usually don't have narrative or fake histories etc.
You can see them as a part of later stages of sleep onset and they can be also seen as N1 dreams.
Their usability for lucidity is questionable. As you observed, they can happen on any sleep onset, even when REM is nowhere near.
Most people had no luck with them (for example, LaBerge recommends ignoring them).
I've had some luck couple of times but when they happen close to REM onset, it's impossible to tell if I really successfully forced the dream, using the dreamlet/HI, or if my REM was starting anyway.
The question if dreaming can be forced is a tough one (as opposed to simply waiting for REM). Some people claim they are able to do it. Some techniques seem to be doing exactly that (OBE techniques at the beginning of the night, the phase techniques using hypnopompic, the impossible movement technique etc.).
Maybe, once the proportion of theta waves is high enough (theta waves are dominant from Hori stage 5 and are thought to be important for hypnagogic imagery) it could be possible but I am just speculating, I don't really know. It could be much more complicated.
I completely agree with RelicWraith on the practicalities of WILD transitions.
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