Wake initiated lucid dream
WILD (Wake Initiated Lucid Dream) was coined by Dr. Stephen LaBerge, a psychophysiologist who specialized in oneironautics. It is used to refer to any lucid dream where the dreamer brings their woken awareness into a dream while falling asleep. This is in contrast to DILD (Dream Initiated Lucid Dream) in which the dreamer becomes aware that they are in a dream while inside it. It has the advantage of giving the user lucidity whenever they want, without relying on a spontaneous increase in awareness during a dream. Additionally, wake initiated lucid dreams are much more vivid than any other.
The only requirement for this technique is a great deal of practice. It will probably not work at the very first attempt, but it will eventually do so after some practice. The ideal way of starting a WILD is waking up early, specifically after 4-6 hours of sleep. It is best to set an alarm at the right time, but it is also a good to wake up unintentionally.
You should stay awake for some time, usually around one hour. You can do whatever you want in that time, but it is best to do something related to lucid dreaming, like reading about it or looking at your dream journal. Before going to bed, make sure that you are relaxed with all your muscles stretched, and make sure that the room is at a comfortable temperature with no lights, sources of sound or distractions. Do whatever you have to do before getting to sleep, since you must not move afterwards.
Step 1: Relaxing
This technique involves falling completely asleep, so one has to lay in bed as comfortably as possible. The best position to sleep is whatever feels comfortable for you, but the preferred pose is Shavasana, or Corpse Pose, since it allows for normal blood supply to all limbs, and is the best pose to do an OBE exit. Additionally, sleeping on the back gives the highest chance of success among the sleeping postures.
Then, close your eyes, and focus on the absolute darkness, without thinking about anything. You have to keep your mind absolutely empty. If any thoughts appear, just observe them and let them go. You have to breathe very slowly and deeply ten times, so you'll be very relaxed. Try to imagine that your body is floating, or that it starts to gradually fade or melt. Don't make a single move; you have to "forget" that you have a body.
Step 2: Hypnagogic state
If you are deeply relaxed, within a few minutes you will start seeing moving blobs of color, called phosphenes. This is the onset of the hallucinatory phenomenon known as hypnagogia, which marks the transition between wakefulness and sleep. These patterns will gradually increase in complexity, and will be accompanied by more ellaborate visual, auditory, or tactile hallucinations, or sensations like floating, or doing daily activities. In this state, it is usual to feel a strong urge to roll over, change your position, or move your legs. Don't do it. It is actually a mechanism to prevent you from falling asleep consciously: if you are aware, you will move, thus aborting the process. Other reflexes that you must ignore include swallowing, or scratching. However, there is no problem if you move slightly due to a spasm or jerk, as long as it is unconscious. It's very important to stay calm and breathe naturally; avoid losing awareness, but without focusing too deeply.
A very common thing that you can experience is the Hypnic Jerk, which is a strong muscle twitch violently taking you back to wakefulness, usually with a sudden falling sensation. It can thwart a WILD attempt, essentially at random. Stressful activities increase the likelihood of experiencing it, as does alcohol, and sleeping in an uncomfortable position. Sleep paralysis is also possible during hypnagogia, as you are consciously entering REM state, where movement is disabled. You could start feeling that your body progressively gets paralyzed, so if you don't like it, you can always move any part which is not paralyzed, and you will immediately wake up. Sleep paralysis will usually be accompanied by a strong buzzing sound. If you get completely paralyzed, you can start lucid dreaming by doing an OBE exit.
If you prefer visualization, you should observe your hypnagogia. You can try to create simple shapes with it, such as a circle. As the process continues, you will be able to make other shapes, change their color, move them...
Step 3A: Visualization
When your hypnagogic patterns get complex enough, you can create a simple dreamscape with them. For doing this, you don't actually need the hypnagogia; you can also bring all the imagery from beyond your field of vision, without paying any attention to the hypnagogia. Whatever you do, you must try to add as much detail as possible, although the image will start to gain realism by itself. Think that you are actually seeing it with your eyes; it is right there, in front of you. Then put yourself in the dreamscape. Look around, see what's behind you. Now look at your hands, run, feel the environment. Think that this is your actual body, and forget about the real one. Dissociate from it, and become more linked to your dream body by experiencing kinetic sensations. Eventually, you will undergo a complete dissociation, and the dream environment will become fully vivid and tangible. Remind yourself that you are dreaming, do a reality check, and you will be in a lucid dream.
Step 3B: OBE (Out of Body Exit)
Visualization is the easiest, and probably the best way to have a WILD. However, it is not always possible to do it. If you enter the REM phase before visualizing a dream, you will not dissociate from your body, and so will experience sleep paralysis. This doesn't mean that you are awake; everything you see, including your room, is just hallucinatory. It is a dream based on your memories, and may contain subtle differences. This state is also characterized by a very loud buzzing sound or vibration which can be distressing. Also, everything about sleep paralysis applies here, including the possible hallucinations or felt presences. You have to remain calm despite any disturbing incidence.
This is essentially a lucid dream, one in which one feels their paralyzed physical body. Thus, the only thing left to do is detaching from it. Possibly, you will even be able to get up normally, but most times you will be unable to move, and will have to use your imagination to move yourself. For example, you could imagine rolling out or floating out of your body. If you feel that you are being pressed against your bed, you can try to "pull" in the same direction, so you will end up sinking and getting into another scene, or The Void, from where it is possible to go elsewhere. Another option is visualizing another scene in your mind, and engaging yourself in it.
Possibly, and especially in those who have strong religious beliefs, one can feel and see angels, demons, monsters, shadow people, characters... Those are just part of the sleep paralysis, and are not any harmful, although they may be perceived as malign. Anyway, you can always talk to them, and even ask them to help you getting out of your body; they will usually do it. When you move out, you will feel everything exactly like a dream: you will be dreaming that you are in your room. Perform a reality check so that you get completely lucid.