Well I have heard of people going right into REM from being awake. I believe you can go into REM at any moment, it is just hard to control it. Usually when you wake up, if you are good, you can DEILD and go right back into a dream. It is good to kind of plot out when your REM periods are. Like next time you wake up right from a dream, write down how long you had been sleeping. It could help.