I think that the boundary between these two is rather vague. Hypnagogia seems to be when you are aware that you are dreaming as you go from waking to sleeping. However, 'Lucid Dreaming' is just a general state of awareness that you are dreaming (normally - when we dream - we don't actually recognise that we're dreaming, and it seems real to us). To be honest, cynic, I would take a close look at your habits before bed and try to figure out if anything you're doing is causing this. Maybe you could try to change something to see if you can get better sleep; maybe even sleeping in a different position.
Kevin