I used to love sleeping for the dreams (this is wayyy back in childhood and early adolescence) and practiced semi-lucid dreaming. I also suffered from vivid nightmares as a child and night terrors which is common for kids - I'd wake up and couldn't move. I usually somehow had the blanket over my head and felt like suffocating so I'd have to count to three and make my body kick the blanket off.
I also remember a few times the very moment when I went under -- from closing my eyes to being pulled into actual sleep For me, it felt like falling into myself or getting sucked down and (at least once?) a loud rushing sound in my ears.
When I got older, I became more lucid in my nightmares and knew when they were coming and could sometimes avoid them or get out of them mid-stream. Sometimes I couldn't, even though I knew I was dreaming. Isn't that messed up? Once I fought so hard to wake up I literally opened my eyes and saw my room and then got sucked back to sleep and into my nightmare.
And I'll be totally honest, the most direct link of my mind to my dreams for lucid dreaming came in the form of, alright, let's just call them..."Adults situations". What??? You can't control my mind! Keep your thought police out of here!
Except my brain seems to be changing again. For years after late adolescence my vivid dreams stopped and came and went with waves but they've recently returned. Nice long narrative dreams. I thought of a movie scenario or two from them -- though apparently one is non-linear and 'makes no sense'. Hello, let's just call it a surreal psychological thriller and call it a day.
I've also felt physical pain in dreams, like sharp, stabbing, pain. I know wtf, that's not fun. And heard jarring loud noises that make me want to cover my ears.
I don't dream in bright colors though, I read that's linked to the amount of blood in a certain part of your brain during REM sleep. When you wake up, all that blood flows out in a rush, which is why you supposedly forget your dreams so quickly. Just an FYI for dream junkies.