I followed the advice of this page http://www.lucidity.com/ which is mostly what other commenters are saying
First step is to get a dream diary next to your bed to write down any dreams before you forget them (note: you forget dreams faster when you move your muscles, so try to write down without moving too much). In the long term, this makes you greatly improve recalling of dreams, which include lucid dreams. see also http://www.lucidity.com/NL11.DreamRecall.html
After that, you need to develop a trigger to distinguish between dreaming and awake states. One idea is to look at a clock, then look away and look back to it - if you're in a dream the display will be completely different each time. You need to repeat this regularly when you are awake - by habit you will repeat this in your dreams too.
Once you successfully discover you're dreaming, don't get too excited! Being to hasty to do stuff in your dreams will most likely make you wake up. You need to appreciate it calmly. see also http://www.lucidity.com/NL7.34.RU.SpinFlowRub.html
Also, the dream maker in your mind will attempt a number of tricks to make you cease the lucid dreaming and get back to regular dreaming, such as false awakening https://en.wikipedia.org/wiki/False_awakening - it seems that the mind is really invested in having dreams where you're not aware you're dreaming, that you forget as soon as you start your day.
Be careful with clocks. I semi-intentionally developed clocks-not-looking-right as a dream test and then, not having thought about it for years, got a hilarious moment of disassociation when our conference room clock was broken and I happened to glance at it and see a totally wrong time.
First step is to get a dream diary next to your bed to write down any dreams before you forget them (note: you forget dreams faster when you move your muscles, so try to write down without moving too much). In the long term, this makes you greatly improve recalling of dreams, which include lucid dreams. see also http://www.lucidity.com/NL11.DreamRecall.html
After that, you need to develop a trigger to distinguish between dreaming and awake states. One idea is to look at a clock, then look away and look back to it - if you're in a dream the display will be completely different each time. You need to repeat this regularly when you are awake - by habit you will repeat this in your dreams too.
Once you successfully discover you're dreaming, don't get too excited! Being to hasty to do stuff in your dreams will most likely make you wake up. You need to appreciate it calmly. see also http://www.lucidity.com/NL7.34.RU.SpinFlowRub.html
Also, the dream maker in your mind will attempt a number of tricks to make you cease the lucid dreaming and get back to regular dreaming, such as false awakening https://en.wikipedia.org/wiki/False_awakening - it seems that the mind is really invested in having dreams where you're not aware you're dreaming, that you forget as soon as you start your day.