Here is a simple way to get started on lucid dreaming.
This is what I would describe as an anchoring technique. Choose a simple behaviour, such as touching your nose, taking a deep breath, or, popularly, looking at the palms of your hands.
Practice this behaviour several times a day. The idea is that when you practice it, you connect it with the thought "am I dreaming?". Practice the thought!
Practice many times a day for as many days as it takes. Eventually, the behaviour will manifest in your dreaming, as behaviours do. As you have practiced the thought, that too will manifest. This time though, you will become aware that you are dreaming. You may be shocked into waking up the first time, but keep trying. When you can keep it together, you will be able to steer your dreaming at will. It is a handy technique if you suffer from nightmares, as you will be able to wake yourself up :)