Shortly after going to bed, as you are falling asleep, you experience the vivid

a hypnagogic hallucination.

Explanation:

A hypnagogic hallucination is a sleep behaviour that results to episodes of auditory, visual, or tactile hallucination during sleep paralysis as an affected person is falling asleep or waking up.

This sleep behaviour makes one to experience some visual and auditory form of hallucination. Makes one think he is awake even while asleep.