The W.I.L.D Technique (Wake Initiated Lucid Dream)

The WILD (wake initiated lucid dream) technique. Basically what it means is that when you fall asleep you carry your awareness from when you were awake directly into REM sleep and you start out as a lucid dream.

• The easiest way to attempt this technique is if you take an afternoon nap or you have only slept for 3-7 hours.
  
• Try to meditate into a calm but focused state. You can try counting breaths, imaging ascending/descending stairs, dropping through the solar system, being in a quiet soundproof area, etc.
• Listening to Theta binaural beats for an amount time will easily put you into a REM sleep.

Please note that attempting WILD may cause you to suffer from sleep paralysis, rapid vibrations and noises that don't really exist, floating and other out-of-body experiences, and hypnagogic hallucinations/images. There is no reason to be afraid, as Sleep Paralysis happens every night - you just sleep through it. Hypnagogia is just your mind being overactive. Remember that with lucid dreaming you are aware and can always wake yourself up if you feel overwhelmed.