I spent a few years trying to lucid dream on an almost daily basis - dealing with hypnagogia is a blast, in its own way it's as fun as actually having a lucid dream... Since you never know what your mind will throw at you to distract you from remaining "aware" or "mentally awake" or whatever you call it (it's actually difficult to explain without sounding like I'm spouting mumbojumbo new age meditation blab).
Anyway, I've been dragged from my bed by one foot, had my face forced into my pillow, heard my name called and screamed out (usually my mum's voice), seen spooky creatures and shadows looming over me and I've "rolled out" of my body a few times... None of it real of course. (Oh, and I nearly saw heaven, or god, or whatever shining down on my bed... But I woke up, typical.)
We all have it. At least once or twice nightly. We just usually don't remember, dream memory is funny stuff.
If I hadn't spent hours reading about it and wanting it before I experienced it, I think I would have handled it badly... After all, seems as real as this does now when it's happening.
(Who was that prophet who heard god call him a few times as he was falling asleep? Hypnagogic voices calling you are almost as common for me as feelling the sensation of falling or vibrating... a dream forming around that "voice of god" would naturally be one where god tells you something... Perhaps more impressive than my "voice of mum" but no less a fabrication of the subconscious)
The brain is a wonderful lump of meat.
*edited because I can't spell