It happened to me a few times, but there was only ONCE whereby I actually got to control the dream. (For quite a long time, it's pretty cool.)
So anyway, my lucid dream was me in the 1960s and I was schooling there. Then I lived in a kampung and went fishing after school. The dream was darn boring and draggy and lengthy, so I started asking why on Earth am I in a kampung.
That's when I realised that "YO, I'M DREAMING EEEEH!" So I got all excited and started exploring the kampung and it was pretty fun. But I explored for like 1 minute only, then I woke up. :(
So anyway, it's pretty much like an out-of-body experience.
There are other dreams that I have in which I cannot control but I KNOW that I'm dreaming. There was this one time when I dreamt that I was in a hotel infested with cockroaches. It's freaking disgusting, cockroaches crawling on the walls, floors, and on their way to the bed. Then I was standing and jumping about on the bed to prevent them from crawling up my legs.
I knew that I was dreaming and I kept telling ymself to wake up, but I didn't. Then somehow the hotel manager came and wanted to execute me (?!?!?!?!) THEN just before the knife came down, I woke up.
Dreams also can be so dramatic.
"I don't care what dreams you have la, just tell me how to have a lucid dream!"
And I'm kind enough to summarise and share, so cheers to me! :D By the way, they probably won't work cause you're not filming Inception.
Keep writing down what you wanna dream about before you sleep. Draw pictures as well, colour them if necessary. YOU HAVE TO REMEMBER ALL THE DETAILS.
Lie down and sleep, if you want to think about something, just think about what you wanna dream of until you drift off to sleep.
When you're closing your eyes right, make sure that you're able to visualise all the details of the dream.
E.g: I wanna dream about having fun at a theme park. Then I gotta keep imagining the rides, the route to the roller coaster, who I'm with etc.
The images must surface in your head.
Think of your dream in a 1st person perspective. Meaning that you don't imagine yourself over there playing this and that.
This is very important! Cause if you don't do that, you'll probably just dream of yourself playing and you won't actually get to have fun. Cause you're just watching what. (:
Think of dialogues and sounds in your dream till you actually hear them.
Go to sleep!
When you're awake, you probably haven't got the lucid dream. Try again for a couple more days.
If you still fail to do so after numerous days, don't worry. It's hard anyway, not everyone can do it. Like previously mentioned, you gotta have an ultra strong subconscious which will potentially drive you nuts. Besides, if you think of it too much you'll probably go crazy.
So yeap, exercise discretion.