I hear to quiet music while I lay on my bed, as if I was going to sleep.
I start to breath rhythmically, three seconds to take air; three seconds I hold, and I loose the air in another 3 seconds. I concentrate in this as I have my eyes closed, and then I start to 'feel my body'. First, I concentrate in my feet, in all they're touching, if it's warm, my clothes etc. Then I start to go up, untill I reach my head and my hair. At this point I still am trying to keep the rhythm of my breath.
Then I try to focalize in myself, in my thoughts. Mostly, I imagine I am in a nice place, like a temple in a snowy forest, with a little river near. I like that place, and I call it my 'Inner core'. I try to see myself there, dressed in white, meditating, as I heard the wind noises, the plants, the animals, the air. I feel the frozen air.
That's basically what I do, and generally as I see myself doing it I think in other things, but I manage to keep focused on the main meditation properly.
Never got any strange situation doing this, though.