I would attribute your travelling to different places to the fact that there are different planes. The closest one to physical is essentially being in
a higher vibration of the physical world, so in a sense you are actually in your room and things are pretty much the same. But the higher you go, the
weirder and more abstract things get. Plus you may just end up in a certain place some time when you need to learn a specific lesson or see
something.
As for the "Dream Police" as you call them, restriction in the astral comes in many forms. Some people say that "God" prevents them from
projecting and says that it isn't natural. Others say that "Negative Entities" (as I like to call them) prevent it and don't want you to make it
out. The fact that you make it out of body and then are trapped in your room is sort of odd though. Most people will either be stuck in their body or
completely free, not somewhere in between. Sometimes such beings will scare people into never going into the astral again, etc.
When you are 'held back' in your room, what is it like? The closer you get to the walls, the stronger the pull is back towards the middle of your
room? Or is it like a forcefield around the edges of your room? Either way, I suggest taking a deep breath and then jumping out of your room as fast
as you can (don't worry about walls, you can go through them most likely

). The only thing holding you back may be fear/inhibitions. If that
doesn't work, there are conjurations that might remove whatever is holding you back. I'll tell you about those later if something else doesn't
work, though.