One qualifier, I am going to use the word astral as a 'catch-all' term, to avoid having to explain every time.
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I guess my first question is, if I try this again, how do I protect my apartment so these things don't enter when I'm practicing?
You can get some protective incense (Dragon's Blood or Frankincense can be very powerful, and a Sage smudge is also.) You can say a protective prayer before you go into your routine, and simply 'knowing' you're safe. Also, a nice Salt Bath or shower does wonders for you. You can do a simple 'circle casting'- you don't even have to use something, just do it in the air around you, or use salt if you don't have the types of pets that would try to eat it.
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Can those things enter my body when I'm not there and possess my body?
No. First of all, astral entities do not exist in the physical- they can only temporarily manifest using your energy- so damage in the physical is almost impossible. Most negs can only mess with your mind, using your fear as energy. So, no fear, no energy for them- no manifestation.
#2- When you project you do not leave your body empty, your conscious awareness doesn't leave your body behind either- when you project you expand your energy outwards, and mobilize your conscious awareness out of the physical, and maintain an 'unconscious' presence in the body, while your 'awake' consciousness is experiencing the nonphysical. So nothing can 'enter' your body- because you're still in it.
Plus, your bedroom has unconscious barriers in place already- think of it like this- you think of your bedroom as yours, no one is allowed in without an invitation. This territoriality (which is instinctive) causes you to put your own barriers to any other energetic creature that is out there. Sure, there are exceptions, but usually not harmful.
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Also, is it possible to see/feel demons when awake?
It depends on your level of the clarient senses. However, like I said, even though astral entities do take interest in us when we're tasty, demons rarely do.
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Lastly, how do you know you're actually exiting the body and not having a dream, where you have complete function of your subconscious? Has anyone videotaped themselves doing this? I thought maybe I would try and tape the event next time I try to see if anything was happening.
According to most metaphysicists, dreams are projections to your personal subconscious, and 'APs and OBEs' are projections to the collective unconscious. There is no way to record what happens on a videotape because nonphysical bodies are not recordable- however, in a variety of studies that have been made, it has been shown that when you are having a dream certain parts of your brain light up on an MRI scan, but when a person is projecting, different parts of the brain light up. So at least in terms of brain function, there is a difference.
Of course, there are the validations we sometimes get when we have them, but that is more subjective, and not scientifically 'provable'.