Eye closure begins a series of changes in the mind that develop into a trance state. Shutting eyes for more than a moment has two main functions; initiating deep sleep and a lighter more restful state. If you watch a cat, you will see the difference. For sleep they curl up, when they are dozing they often keep their head up and you can see that their senses are still working, scanning for any approaching danger.
The simple act of closing your eyes has a profound effect on brain (neural) function. The lack of light falling on the retinas shuts down the melatonin inhibition system. This sets off a chain of chemical reactions in the brain which are the precursors of sleep and the brain starts to exhibit alpha wave activity
Having signaled to the brain to prepare for rest or sleep you can then consciously interrupt the process, for example, by holding a thought as in meditation.
In this twilight world between full consciousness and sleep, the human mind seems to have created or discovered more complex states than just sleep, included trance states that hypnosis