my recipe
That's what I do when I want to have a lucid dream:
- order myself to search for my hands in my dream. Once I have found them I KNOW (at some conscious level) that I am dreaming and the lucid dream starts.
In general, you should also make it clear to yourself every day that you are not dreaming. For instance you shall observe the world around you, when you are in your "normal" state of mind and establish the absence of signs for dreams. No fleeting pictures, no pictures that dissolve when you look at them closely, no funny kind of flying going on... This makes it easier for your mind to distinguish between the "wake" state and the "dream" state. You shall also frequently look at your hands while awake. Then your mind becomes used to searching for them.
There are more methods (read some books on Tibet - they recommend you imagine a big letter on your breast and concentrate on that before you sleep), but for me the searching of my hands works best.
A word of caution: lucid dreaming is fun and gives you a sense of control. However, do not forget that normal dreams have meanings, too. Those meanings are assembled by your subconscious mind - don't neglect them.