how to Lucid Dream

1) Do not smoke pot, you will not dream
2) Takes practice, if you dream regularly and can remember them your onto a good start, if not start writting down things as soon as you wake up even if its just lingering feelings or thoughts. Eventually you should be able to remember your dreams, the more you remember the better you will be able to recognize your dreaming and effectively lucid dream.
3) Start questioning your waking self "am I awake" make a trigger for yourself (walking through doorways, seeing certain colors or numbers, whatever) every time you encounter your trigger throughout the day ask yourself if you are really awake. This will help for when you are dreaming and want to realize that you are dreaming hence begin to lucid dream. You basically just need control over your conscious mind while your asleep.
4) try taking naps, lucid dreaming is much easier (dreaming in general) when you take naps. Or try waking up earlier and staying awake for 15-30 minutes and falling back asleep, this way your waking mind is engaged when you start dreaming again.
5) Tell yourself you are going to lucid dream before falling asleep, if you convince yourself you have a better chance of realizing your dreaming.
6) once you realize you are dreaming take it slow. get used to moving around and try messing with the lighting or colors of your environment. 

I usually use a method of waking up staying awake and falling asleep 20 minute later. I then imagine myself falling asleep and try to slowly pull myself out of my body while imagining my upcoming lucid dream. If I do it right I will eventually sit up in my room and construct my immediate environment (my room) I will slowly make my way through the house building up my dream and adding detail to the surroundings. When I'm ready I continue outside and enjoy my full blown lucid dream doing whatever the fuck I want. Chances are though you may just be having a random dream and suddenly realize the absurdity of whats happening, as soon as that happens you should be able to take control as you have realized your dreaming. I highly recommend trying to fly, then of course there is awesome sex with anybody you want. Good luck n have fun wid it.