Yes, Traveling, as I call it, is different from lucid dreaming in some ways.
I always refer people
here.I have Lucid Dreamed often and Traveled a moderate amount. Lucid Dreams can turn into Travels and vice versa. Travels can happen out of the waking state, and they usually return to it, though on rare occasions you can return to a dream from them.
There are many tricks for how to get out in the link above.
The stage of the A&P is definitely the most conducive to this. Strong concentration skills help a lot.
A strong inclination and repeated practice helps.
I have usually jumped out when laying down, but on rare occasions have jumped out off the cushion: it is much trickier for me anyway.
His advice about detailing the waking world is really gold.
Enjoy,
Daniel