For me, it always happens kind of accidentally.
Sometimes when I stay up late and someone else in the same house is sleeping, they tell me the next day that they heard or saw things I was watching or reading at the time. Same as when I fall asleep before other people who stay up late.
I would recommend experimenting with brainwave entrainment. Get a light and sound machine or the Mindroid app for android. Write down things in a dream journal and increase your dream recall day by day, and you'll start to notice weird phenomena after a while of dedicated practice.
I used to unintentionally pull people into my nightmares when I was a kid as a way of coping with having them almost every day.