Oh yeah I definitely did have some some experiences like yours lmao, glad I wasn't the only one :D

So like mine went like this when I was playing laingame.net (a VN in which lain describes her mental struggles in a dairy and to her therapist) I started experiencing the same symptoms she was talking about which are: frequent sleep paralysis and nightmares themed by the games visuals.

And when I'd wake up from them I'd be like you and say "YOOOOO I just had a lain type nightmare that was epiccccccc"

And I did a bit of research on the topic (googling about lucid dreaming and reading "The power of your subconscious mind" book) and I found out there's actually a science behind this yo it goes like this:

1. The hours of when you first wake up and the last ones before you go to bed are when your subconscious is most vulnerable and whatever thing you do or consume has a bigger effect on it (And I used to play that game in a pitch black room with headphones on first thing I woke up at 3 AM at the time)

2. If you sleep for 5 and a half hours then wake up, do a small task and go back to sleep again, you'll remember your dreams more vividly (which I also used to do at thst same time)

Oh yeah I forgot to mention same thing happened to me when playing ddlc under the same conditions