Reply #3: I've done it

[hyphenate]

In two different ways:

The first way is to begin a "fantasy" before you go to sleep. It helps get you to sleep, for one thing, because all the busyness goes away, and you can concentrate on something more pleasant.

The second way is early in the morning, when you're in REM sleep, and when you are beginning to slowly come up to consciousness. That's when I find I can influence whatever I'm dreaming about. There are a lot of levels of sleep and awakening that make it a sliding scale of such, not just black and white, bam, you're asleep or bam, you're awake.

You would need to practice a while in order to get it right, but it makes it fun.