That happens to me all the time! I've got narcolepsy, so my doc told me that they are hypnopompic (if waking up) or hypnogogic (if falling asleep) hallucinations. There was a long time when I got frustrated by trying to sort reality from hallucination, but with lots of practice it will get easier. And there may be somethings you will never be able to sort.
Good luck though!