Last year i began to get interested in Lucid dreaming. I started keeping a dream journal and eventually i was able to remember huge very detailed portions of dreams. I listened to Stephen LaBerge on a radio show and he was talking about the WILD technique. The next day i tried it and it worked. I had a lucid dream. The problem was that in the dream i felt as if i had little control. I did try flying, and even visiting a few places but felt as if i only had partial control. Recently I've become a little better and I have had about 5-10 lucid dreams. I have noticed a few things about myself when entering the dream world that I haven't read about.
I start by laying down and thinking about something. I try to imagine every detail and control my breathing. Eventually i fell this euphoric feeling as if I'm falling but in a good way (the first time it freaked me out and i woke up). That euphoric feeling almost always happened before a lucid dream. Recently I haven't been able to achieve a lucid dream. I will about 2 nights per week get the feeling but instead of having a dream I see some kind of object in front of me. My eyes are closed but this object looks very real. The reason why I can't explain this object is because i can't remember what it looks like and when i try to focus on it too hard i usually wake up. Also I can feel my movements in my dream but if i try I can also move my body.
I now have a few questions for the experts out there:

Is that euphoric feeling common?
Has anyone else ever been lying there with their eyes closed but could feel their eyes moving back and fourth? (kind of like you can feel the REM)
I know the WILD method is more advanced...What am I doing wrong, or what should i do differently?