It is an interesting and highly significant fact that this paramnesic delusion of our dreams--the feeling that the thing that is happening to us is the thing that has happened to us before or that might happen to us again--tends to persist in the hypnagogic (or hypnopompic) stage immediately following sleep. When we have half awakened from a dream and are just able to realise that it was a dream, that dream constantly tends to appear in a more plausible or probable light than is possible a few moments later when we are fully awake.[211] The first experience which enabled me clearly to realise this phenomenon, and its probable explanation, occurred many years ago. About the middle of the night I had a very vivid dream, in which I imagined that two friends--a gentleman and his daughter--with a certain Lord Chesterfield (I had lately been reading the _Letters_ of the famous Lord Chesterfield), were together at a hotel, that they were playing with weapons, that the lady accidentally killed or wounded Lord Chesterfield, and that she then changed clothes with him with the object of escaping, and avoiding discovery which would somehow be dangerous. I was informed of the matter, and was much concerned. I awoke, and my first thought was that I had just had a curious dream which I must not forget in the morning. But then I seemed to remember that it was a real and familiar event. This second thought lulled my mental activity, and I went to sleep again. In the morning I was able to recall the main points in my dream, and my thoughts on awaking from it. Since then I have given attention to the point, and I have found on recalling my half-waking consciousness after dreams that, while it is doubtless rare to catch the assertion 'That really occurred,' it is less rare to catch the vague assertion, 'That is the kind of thing that does occur.' I find that this latter impression appears, like the former, after vivid dreams which contain no physical impossibility, but which the full waking consciousness refuses to recognise as among the things that are probable. As an example quite unlike that just recorded, I may mention a dream in which I imagined that I was proving the frequency of local intermarriage by noting in directories the frequency of the presence of people of the same name in neighbouring towns and villages. On half-awaking I still believed that I had actually been engaged in such a task--that is, either that the dream was real or that it referred to a real event--and it was not until I was sufficiently awake to recognise the fallacy of such a method of investigation that I realised that it was purely a dream.