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Its generally agreed that dream / sleep practice is extremely productive because we are dealing directly with the manifestations of our own minds 'on their own ground' so to speak, some people realise it quite naturally as a result of their meditation and mindfulness practices . Dream practices are probably most developed in Tibet, but I've heard several Zen references to sleep practice where attention is held through the processes of falling asleep (Chinese Chan masters talk of 'the dreamless sleep', that state where the sleeper has realised that everthing is a manifestation of his/her own mind, so he/she realizes and spontaneously 'liberates' the dream as a mere passing thought not to be engaged with) . I think the techniques are generally considered a bit esoteric, especially the instructions for what one does when one has 'seized the dream' and has the concious choice to do things with the unhindered 'dream body' (i.e. one may use the dream body to travel to 'other realms' to receive special teachings) but certainly one recommendation that makes sense is that, once the dreamer has become lucid he or she recognises the dream purely as a manifestation of their own mind, he or she then dissolves the dream and rests/meditates in the pure light of their mind... its very interesting and rewarding practice... (or you might prefer to star in your own episode of The Dukes of Hazard or have tantric sex with an alien... see 'new-age' content on lucid dream sites :-o!!!
As I said, the Buddhist sources for techniques to induce dream awareness have been pretty esoteric particularly in Tibet where dream practice is closely associated with the bardo teachings which concern what we can do to obtain liberation at the time of death (there are many parallels between the process of falling asleep and death as is represented in many world cultures) , but the western 'lucid dreamer' movement teaches much the same stuff without buddhist symbolism and other garb. This from:
Wake Induced Lucid Dream
When using the WILD technique, you go from being awake, directly into the dreaming state. That's why it is called Wake Induced Lucid Dream
The trick is to recognize the hypnagogic state and stay conscious while it develops in dream images. You will then be able to literaly step into your own dream world.
The hypnagogic state occurs on the border between waking and sleeping. It can be anything from colored dots to flashes of color or complete images. As you keep paying attention to it they will develop into more detailed images and if you stay aware you will find yourself inside your dream.
WILD in 3 easy steps
The below steps are interwoven. I separated them to make the process clearer.
1 - Relax
The hypnagogic stage occurs when you are relaxed. So first you do a relaxation exersise.
Feel yourself breathing in and out. Breathe in and tense the muscles of your feet. Breathe out and relax the muscles of your feet. Breathe in and tense the muscles in your lower legs. Breathe out and relax them again. Go on until you have come to your head.
2 - Be aware
The next step is staying conscious, and not drifting off. Ways to do that are:
* Counting 1 - I'm dreaming, 2 - I'm dreaming, 3 - I'm dreaming, etc.
* Paying attention to yourself breathing, while counting every breath in and out.
* Imagining yourself walking down stairs, counting every step.
* A combination of all of the above.
3 - Enter your dream
If you succeed in staying aware your hypnagogic images will become clearer. You will suddenly have a feeling you can now step into your dream. This is very hard to describe. The word that comes close is "knowingness"
With this knowingness you can grab an object you see before you or zoom in on an image. This will pull you into the dream.
The hardest thing is to stay aware and not drifting off to sleep. If you don't succeed, keep trying. WILD can take some time to master but it is worth it.
Experienced WILDers can reach this state without the counting - they just relax, keep paying attention to the hypnagogic images and then consciously enter the dreaming state.
A WILD example from me
"When falling asleep I see images, and one of them is a rock. I am still conscious and decide to try and pick up the rock and thus end up in the dream scene. It works, I find myself inside the scene, holding the rock in my hand."
WILD and OOBE (Out Of Body Experience)
The border between WILD and OOBE can be very thin. Instead of zooming into your dream, you can feel yourself rolling out of bed or just stand up and find yourself beside your bed, in your room, but you don't see yourself sleeping in bed.
There are a number of other techniques on this, and other, sites.