I have suffered from sleep disorders on and off throughout my life (including insomnia and sleep paralysis issues) and it is not uncommon for me to have strange hallucinations upon waking that are difficult to distinguish from a dream. One that stands out is I remember waking up and seeing a huge (we're talking the size of a small dog) yellow fly in my curtains. It was so real I really thought it was there, but a moment later it was gone. If you've had issues in the past with false awakenings, sleep walking, etc it may just be that your brain gets caught in the transitional phases like mine does for longer than it should. Unless you start discovering bats living in your house during waking hours, I wouldn't worry about it.