I always thought that dreaming occurs after a person goes to sleep and they're in a deep sleep. The last 2 years I have experienced an odd dream like state, at the stage where I'm awake and start to sleep. I hope I'm describing this correctly - I laying there awake and I slide into sleep(start dreaming) but I'm conscious of it. Usually its scary so I wake up momentarily then slide back to sleep and the same thing happens. It's a strange but interesting feeling all at the same time.