I started to practice Lucid Dreaming in 1992 when I read books written by Carlos Castaneda, Paul Tholey and Mircea Eliade. I was very determined to succeed. The beginning was not easy and it was quite disappointing. However after few weeks I could control my dreams and since then it have been being so rewarding
One of the best ways to experience lucid dreaming is with the help of the reality checks. So far I tried many other techniques - but this was the most efficient - that helped me to control my dreams efficiently about twice per week. It happens that I can control them even six times per week but that is quite rare.
The reality checks have the purpose to make you discern between dreams and reality.
What do you have to do?
You ask yourself about ten times per day if your surroundings are real or not. You check if the properties of the matter are as you know them or not.
If you can perform things that usually are impossible it means that you are dreaming. For instance check if you can jump over a building, if you can go thru a wall, if you can create money instantly and so on.
In every day life you should ask whether you dream or not especially when something weird happens.
If you have the habit to check your reality ten times for at least one minute per day in few weeks you will be able to make reality checks when you are dreaming.
The point is that immediately you realize that you are dreaming you become a sort of Neo in the Matrix of your dreams. Literally you will be able to perform any action - exactly like a god.