Wake Induced Lucid DreamsMost lucid dreams come during the depths of sleep, in the middle of REM sleep. However some sleepers have lucid dreams where the switch from waking to sleeping appears almost instantaneous. Rather than "waking up" in the middle of a dream and becoming lucid, they go into the dream already conscious.
Such lucid dreams are called WILDS - Wake Induced Lucid Dreams - as opposed to the more common DILDs - Dream Induced Lucid Dreams.
Very often WILDs first occur spontaneously. After waking up, the sleeper will suddenly find themselves "back" in the dream world with no break in consciousness.
Some dreamers can induce WILDs at will - others find it impossible. Some experience of "normal" (DILD) lucid dreams is certainly desirable before attempting to consciously initiate WILDs.
The basic method for WILD induction is to relax in a dark, quiet room and simply will yourself into the dream state. The process is in some ways akin to deep meditation or self-hypnosis. Some users have reported success with the various light / sound machines you can buy, others find that they add little to the experience.
Out of Body Experiences (OOBE)Moving into the WILD state is often associated with a feeling of leaving one's body. For this reason WILDs are frequently associated with Out Of Body (OOB) Experiences and are sought out by those who take a psychic approach to lucid dreaming.
At least one technique for inducing OBEs has also been reported as useful for inducing WILDs: whilst relaxed, close your eyes and visualise the room you are in. Visualise yourself, sitting or laying down. Make sure that you can really see every detail. Open your eyes, check the accuracy of your visualisation, then close your eyes again and repeat. Once you have the room fixed, visualise yourself moving out of your body, out of the room and into the desired dream.