As you drift off to sleep your mind goes through a state known as hypnagogia. It isn't a very common term, as I just discovered when I tried to do a spell check on it. And I cannot recall many conversations that have started off with, 'How was your hypnagogia last night?'. But it is definitely an interesting topic if you are at all interested in dreams.
The things you may experience during this state are like a sort of waking dream. You are aware of them happening and sometimes they can be a bit disturbing. Things like sleep paralysis and auditory hallucinations. But don't worry you aren't going crazy. Your mind is just getting ready for sleepy-bys.
