Learning to project at will takes practice and experience.
The more familiar you are with that state, the less it terrifies or disturbs. Finally, we learn to astral project and induce that state of consciousness at will, because one does not stop practicing no matter what.
Sometimes we are not allowed to have conscious experiences due to karma and the will of the Being.
There are times when the veil covers our eyes, and when they are opened. These are the lights and dark nights of the soul.
Yes, you are performing the visualizations correctly. Imagine the pyramids, that you are actually THERE. Don't imagine that you are imagining. See yourself there, and will falling asleep, you will go there in the astral body.
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