I've never had a fully formed song in my head when I woke up, but I have to say that I sometimes wake up with a catchy tune or a phrase in my head that I have to record or write down right away. Also, when I go to bed, I sometimes have all these tunes forming in my head and then I just can't sleep before I've gotten out of bed and recorded them. Even though the results are pretty good in some cases, it can also be so annoying, haha. But a fully formed song... Nice!