There are 3 states of consciousness (Wakefulness, NREM Sleep and REM Sleep) which are distinct from each other. You can only be in one state at any point. However sometimes, there is an overlap between 2 states. For instance, during deep sleep if you are disturbed, but rather than waking up or falling back to sleep, you enter a state between sleep and wakefulness, this is called a Parasomnia.
Parasomnias are involuntary activities or feelings that you may experience during sleep or while falling asleep or waking up. This includes abnormal movements, behaviors, emotions, perceptions and dreams. The behavior may appear purposeful and real, but you are actually asleep during these spells.
Depending on the stage of sleep these events arise from, they are classified as NREM or REM Sleep Parasomnias.
For more information: http://sleepeducation.org/sleep-disorders-by-category/parasomnias