When we dream, we are often not in control of what we see or experience. For some, it could be like watching a movie, for others, they experience the dream as if it were real (even though sometimes we experience what we know to be impossible, example: flying).
Lucid Dreaming, simply put, is the ability to control your dreams. To control the dream, one must first be aware that they are dreaming. The state of being aware is called Lucidity.
There are many methods that can be used to achieve Lucidity.
Journaling - If you want to become self-aware while dreaming, the first step is to remember your dreams. Every morning (or whenever you wake up) write down what you dreamed about. Remember every detail that you can. The dream doesn't have to make sense, just as long as you can remember what it was. Do this every time you wake from dreaming. If you recall more details later in the day, write those down too. Eventually, you'll be able to remember most, if not all of your dreams.
Reality Checks - This one is important. Throughout the day, perform small reality checks. This can be anything from pushing against a wall, pinching yourself, tapping your foot, anything you want. Pick one reality check and stick to it. Perform it several times every day. You'll get into the practice of doing them that eventually, you'll dream about it too. However, in the dream, the check will make you realize that you are dreaming. Once you hit that key moment, you've become lucid!
Affirmations - Every night, as you fall asleep, tell yourself that you will Lucid Dream. You will be aware that you are dreaming. Get into the habit of doing this.
Once you've reached the Lucid state, the next step is to hold it. It's very easy to lose Lucidity while dreaming. Once you become aware that you are dreaming, hold on to that awareness for as long as you can. If you became Lucid, write that down in your journal.
Every time you become Lucid, try to hold out longer than the night before (or whenever you last became aware).
I cannot tell you how long it will take for you to reach Lucidity, since everyone is different.
Repetition is key. Keep practicing, keep at it, and soon enough, you will get the hang of it.