What Does It Mean When You Feel Like You Are Between Your Dream State And Awake At The Same Time?

If this happens all the time, I'd say you need to seek therapy. But if its only occasionally, its probably just being overtired

You might be having visions

This is refereed to as "lucid dreaming." It usually occurs in a dream when something so impossibly perplexing happens, that logic takes over and you realize you are in a dream. A fair amount of people actually practice and develop the technique of having lucid dreams. After a bit of practice identifying them, and even causing them to happen, a person can then take control of the dream like a daytime fantasy. Rarely can people just start doing whatever they want though, as I said it takes practice. I do this a fair amount of times; I've become pretty skilled at turning my dreams into flying dreams, I love those.