One of the biggest problems facing those who are learning to explore the world using "inner vision", "astral projection", or the like is the possibility of falling into a trap laid either by oneself or by mischievous or malevolent spirits. Some traditions respond to this possibility by advising a "no contact" policy with the spirit world, unless the contact corresponds exactly with particular dogmas laid down in the past. This is not, however, the way that I think spiritual exploration should be handled. It is to fall into the control of fear.
Fear is useful, but falling under its control is not. That does not alleviate the problem, though, of possible delusion. The mystic world is strewn with poor unfortunates who come to believe that they are special in a way that doesn't bear up to scrutiny. Patrick Dunn over at Postmodern Magic discusses the issue and provides a very useful series of questions that can help avoid the problems while allowing actual exploration.