So do I; but then I'm narcoleptic, and sleep-onset (hypnagogic) hallucinations seem to be a symptom of mostly narcolepsy, but also some other sleep disorders:
http://www.sleepnet.com/forum3/messages/367.html
While having a symphony orchestra play in your head is fun, if you experience other sleep problems, especially excessive daytime drowsiness, maybe you should have it checked out.
