Actually what you experienced was not a lucid dream or astral projection or an OBE. If you were having a lucid dream you would have been aware that you were dreaming and had knowledge and awareness that you were home in your bed sleeping and taking a nap. From the way you described it, it sounded like you had awareness that you were on a rhino. But did you, at any time, think, "Hey I can't really be on a rhino, tha'ts crazy. I must be dreaming!" That would have shown lucidity.
The three are not the same at all. Here is a blog entry I wrote about the differences between the two and how to tell them apart: Does Lucid Dreaming Lead to Astral Projection?