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The initial and most crucial step is the dream recall scenario. In order to become "good" at lucid dreaming you need to develop the capability to remember almost every dream you have. Now even though it seems more or less impossible at the moment "Oh crap, I can't even remember last night's dream." it is quite an easy achievement.
Everyday when you wake up simply have pen and paper next to you and write down or even draw everything that happened in the dream. Be as descriptive as possible and try to get all the details from the deep caves of your brain.
If your a fan of naps it may be easier for you to have a lucid dream. The best times to to try are usually after you've already had a large amount of sleep. Your brain is exceptionally aware and active during this time so you generally have an advantage.
After you've started to slip into your dream you will enter a state of sleep paralysis. This state is often accompanied by loud noises, tingling sensations, and a feeling of twirling into another state. These effects are completely normal when transitioning into a lucid dream.
There are downsides to lucid dreaming such as sudden awareness. Basically if you can't control your dream but you can control yourself anything can happen. Most dreams will end up nightmares, well at least from my experiences, and sometime you can go through a whole day of work/school in a dream later to find out it wasn't even real.
