Afternoon naps are great times to WILD. If you are trying at night, make sure it is after a few hours of sleep. You might even try a Wake Back To Bed, where you stay up for a bit in the middle of the night, then return to bed to WILD and continue your night's sleep.

You definitely want your eyes shut during a WILD. You do actually have to fall asleep during a WILD. You just keep a part of your brain active and aware while you fall asleep.

Don't worry about experiencing Sleep Paralysis. It does not always occur during a WILD. Everyone's hypnagogia is different. I rarely experience the same thing twice while WILDing. There is a general pattern, but sometimes I get stuck in SP, sometimes I exit my body like an OBE, and sometimes I just drop right into a dream without any transition at all.

Keep practicing, don't give up, and don't get frustrated. Think of it like learning a new skill. There are no failures, only experiences to learn from. The more you practice, the more you will discover what works for you.