I've noticed one or two people on this forum state that one must be an initiate to become possessed by a lwa, so let me get that out of the way first. It's not true - plenty of uninitiated people become possessed. The ceremony of the kanzo makes it much easier, but you don't have to be an iniaite to become possessed.
Second, possession is not something we do. It's something the lwa do. So it is incorrect to speak of "my possession by Erzulie Dantor". It's Erzulie Dantor's possession.
A person who is possessed remembers nothing, nothing, of the experience. NOTHING. Two consciousnesses can not occupy the same head at the same time. I've noticed a trend among sort of neo-pagan white American Vodouisants to try to claim that "it was like a dream, I couldn't do anything but I saw everything that was going on and I remember." The person who says that is simply telling you they were not possessed.
It's bad manners to ask about what the lwa says while it is in your head, folks. If a lwa comes to your head, and it wants to tell you something, it will ask someone else to tell you. But undergoing possession is a sacrificial act, it is something a person allows to happen to them, really, for the good of the peristyle community.
The photo above is my initiatory son, Houngan Wolmer Joseph, possessed by Ti-Jean Petro.
A person visiting a new peristyle may do certain things to prevent possession, so that their lwa might not be either offended or enticed by the people at the strange peristyle. There's a whole body of lore about when it is and is not "appropriate" to become possessed. Sometimes the lwa just don't care, though, and especially at certain times of the year such as Fet Gede, anyone could become possessed anytime, anywhere.
Here's a passage from "What the Lwa Say - And What They DON'T Say", a nice little exposition of how lwa behave during possession.
A Houngan, Mambo, hounsi, or uninitiated individual who appears to undergo possession is not as revered in Haiti as one would think! The putative possession is often regarded with some healthy skepticism at the outset, and there are a few things which clearly mark the possession as phony. One of these is when the putative lwa comes forward and advocates for the Houngan's or Mambo's personal interests.
For example, let us say that Houngan Dahomey Kombley and Farmer Djo Blo are feuding over a piece of land, to which both men claim title. The argument becomes more and more bitter, until one day Houngan Dahomey Kombley throws himself on the ground, and then rises, supposedly possessed by Ogoun Feraille or Baron Kriminel or whoever. The supposed lwa intones, "Beware, Farmer Djo Blo! The land belongs to my horse, Bon Houngan Dahomey Kombley. I am Master Ogoun Feraille, and I have a message for you! If you do not immediately allow Houngan Dahomey Kombley to plant that land you will suffer and the lwa will punish you!"
By this time, Farmer Djo Blo, far from quaking before the august presence of Ogoun Feraille, is laughing so hard his sides ache! Why? Because the lwa do not take up the personal issues of their mounts, that's why! Houngan Dahomey Kombley has merely made a fool of himself.
The personality of the lwa and the personality of the "horse", the possessed person, are different - they are two different entities and may have very dissimilar likes and dislikes. Let me give an example...
