What is called when you dream and your not in REM sleep?

Just about every night just when right before I fall a sleep, I start dreaming. It is usually just a flash of some weird stuff, usually a lot of quick flashes. The thing is. I’m not asleep yet. I’m 100% conscious, I can still hear, move, and see (if I opened my eye) I don’t know if everyone has this but it seems happen to me most nights. Anyone know what I mean?