One type of out of body experience(astral projection) is lucid dreaming is when you become aware in a dream that you are dreaming and thus are able to explore the dream world.
A website for the lucidity institute, a institute devoted to the exploration of lucid dreaming:
It is not recommended that someone jump right into trying to lucid dream. It is important for a person to get a dream journal first and write down ones dreams first. For a dream journal any notebook will do and it should be placed next to ones bed. Before one sleeps one should think about remembering ones dreams and when one wakes one should write down whatever one remembers.
The ancients took dreams very seriously and took efforts to remember their dreams and think about them.