There are Five Phases by falling into Sleep
Alpha Period: Its like you are dreaming and not, something between.
Theta Period: You know the feeling when you cant open the eyes, and dream,but in reality you dont sleep.
At the Theta Period the heart rates slow and the body temperature drops.
Delta Period:You fall into sleep and the Brain beginns to prudoce deltawaves.
This is the Phase were bed wetting and sleep walking happens often.
REM Phase:During this Phase you dream and sleep. The muscle are realxed and the Brain is more active.
img source:http://stopandbreathe.com/2011/03/15/your-most-restful-sleep-ever-in-six-simple-steps/