Here's one way into lucid dreaming. Firstly try to remember your dreams. Before you go to sleep repeat three times 'I will remember my dreams' to yourself, then repeat it again a bit later then again at around ten minute intervals, you'll find that with practice your dreams will become clearer. Next keep a journal of your dreams. Do this for around 3 months until your dreams become quite detailed. Now you must learn to meditate and centre yourself, this takes a little effort and a lot of time, be patient ... its worth it. Once you've reached that point you may notice that some of your dreams feel 'real', that's your lucid state manifesting its self. Think of something to do to check you are lucid dreaming (touch something that should be solid, take part in something or try to move the focus away from where it is at the moment - just try things out) this way you can identify when you are lucid dreaming or not. Beyond this there's not much else I can tell you.
