Sometimes we are conscious when we first transition into the internal worlds. Other times we enter unconsciously and only awaken once we’ve projected, traveling very far to other places.
This is due to our level of being and training. If we are more disciplined in astral projection and meditation, then we will be able to stay awake even when the body falls asleep, to not be pulled under by tamas, inertia, dullness, laziness, and the sleep of our consciousness.
The more we awaken physically, the easier it will be to awaken internally, at will.
For thirty years I sought God. But when I looked carefully I found that in reality God was the seeker and I the sought. -Bayazid al-Bastami