Yes that can happen, Robert Bruce had some interesting things to say about this, id recomend to get the book, the dream mind can some times stay slightly active and being aware at the same time, can make some unusual happenings.
Practice? It takes a bit to understand the Astral (different logic), once you do things make a lot more sense.
I have a theory people don't remember more because it's so strange compared to being flesh, the organic brain mis-interprets it badly.
I'm still new to astral projection/OOBing, and most of my experiences in "getting out" have been muddled mixes of dreams and actual astral experiences. Is it normal to get dreams mixed in with the whole thing while you're trying to project? And is there a way to filter this stuff out, so you can say to yourself "yeah, this is real, and not just a dream?"
Thanks,
Wintermute