I developed the skill to lucid dream as a response to nightmares when I was a child. Now pretty much anytime something weird happens in a dream, I recognise what's happening and enter what I like to call 'god-mode'.
But apart from just waiting for it to happen there are ways to induce it, from both a sleeping state and a waking state.
So if you're not used to it, or you don't experience them often, the best time to try for it is just as you're waking up in the morning. It's important not to have an alarm or anyone bothering you obviously. Then, instead of waking up, just lie there and try to let your body fall back to sleep. It's during this time that most people will experience hallucinations, whether they're trying to or not. They'll hear voices, clear as day, or feel someone sitting on there bed, or even touching them. The sensation truly is indistinguishable from reality. Most people freak out at this point, but it's important not to. Just lie still and try to let your body fall further and further asleep, while trying to keep your mind clear, but alert. At some point, you might become aware that what you think is your body is actually your 'dream' body, and at that point, you're in a lucid dream state. Most of the time, you'll also notice that you're paralysed. Sometimes there'll even be a person, or an object holding you down. Again, a lot of people freak out at this point, and wake themselves up, but it's important to stay calm and remember it's a dream, so nothing can hurt you. You'll still be able to move everything from your neck up, so start there. Move your eyes, your tongue or your lips. Anything you can to get your mind to align to your new dream body. With any luck, you'll be able to start moving, and assuming you're in your 'bedroom', get up and start exploring. (This is the point when most people wake themselves up. But stick at it, it can take practise to master this point.)
If you don't manage to wake yourself up, everything that comes next is up to you. You can float about, play with things, try to watch TV, read something... For some reason, I like putting my hands through glass. I once put my hand through my other hand. Also talk to people. It's fun to tell them they're not real. They won't believe you most of the time, even if you fly up to them. Some things I wouldn't suggest though is anything that will really get your adrenalin pumping, because it's likely to wake you up, ending your fun. So if you want the experience to last as long as possible, avoid fights or sex (although the fighting is lots of fun coz you'll be better than Bruce Lee). Of course, I've tried it all. I once flew up into space and looked down on Earth. That was pretty epic. Again, the whole time, you're just going to be amazed at the the detail. It really is just like real life. Your brain is an amazing thing.
One last thing though, coming out of it can sometimes be a problem, not always, but sometimes. Most of the time you'll just slip back into a normal dream state or simply wake up. What can also happen though is you get caught in a bit of a loop, where you 'wake up' only to soon discover you're still dreaming. This can be quite frustrating, but again, as long as you stay calm, you'll get through it without it turning into a nasty experience.
Good luck to anyone who wants to try this stuff. It's some of the most fun you can have by yourself.
