Reach high, for stars lie hidden in your soul,
Dream deep, for every dream precedes the goal.
�Pamela Vaull Starr
Dreaming is wonderful! It is one of my favorite things to do--especially lucid dreaming. What is a "lucid dream"? Well, to be lucid means aware and to dream is, of course, to be having a dream. So, a lucid dream is a dream in which you are aware. Aware of what, you ask? Aware that you are dreaming!
Here is a personal example to clarify--my first lucid dream:
I was about five years and recently went to bed. I dreamt that it was the next morning and that I was watching cartoons in the living room. Then I thought, "that last thing I remember was going to bed at night. That was only a few minutes ago, yet here I am in the morning watching cartoons. The sun doesn't rise that quickly; I don't remember getting out of bed." I was concerned that I might be dreaming, though I was not sure. Everything appeared real enough, it just didn't seem possible.
A test! I decided to test the world I perceived. I knew that none of my friends were allowed to play outside this early (it was around 5:00am); also, my mother would ground me if I just went outside this early without asking her while she was sleeping (I was only five years old!). I concluded that were it the case that this was a dream, if I walk outside then not only will all my fiends be outside playing, but also that I couldn't be grounded. I decided to sneak outside. If my friends are not outside, I reasoned, I will sneak back in before my mother knows that I left. So, I quietly went outside.
All my friends were outside playing--surely I was dreaming! I was very happy! [this is where the dream became a lucid dream--I was aware that I was dreaming while I was dreaming. I could correctly declare to myself, "self, the thing I am doing right now is dreaming.] Knowing that the word I perceived was entirely my creation, I decided to show off and fly around the sky and impress my friends. I created animals and toys out of thin air, annihilated buildings, moved large objects and litterally anything else I could dream up. I remember this was this older girl with long blonde hair--Dedrah--who for some reason always reminded me of a banana. So, I turned her into a banana and placed her on my bedroom windowsill!! (I was only five years old!) Lucidity granted me godhood in dreamland. Then I woke up, realized my mere boyhood, and was very excited by this most memorable experience.
That is an instance of a lucid dream. Some people have lucid dreams all the time (though this is rare), some people never remember having one. Some people by lucidity are granted godhood in their dreamlands, others can be aware that they are dreaming while they are dreaming yet not be able to control external events (I know someone who has lucid night terrors nearly every night--horrible.). Some people are able to use lucid dreams to prevent their typical nightly terrors. Some people use the time to consider life problems; some experiment with how to act in difficult social situations--a testing ground. Some people eliminate phobias. Some people enjoy sex. I have even read of medical doctors rehearsing all the steps for the next day's surgery while lucid dreaming, claiming the surgeries are more efficient as a result.
So, how does a person lucid dream? For some, it is mere chance. They are sleeping, notice a pink elephant flying, reason to themselves "selves, flying pink elephants are not possible," and by doing so become lucid dreamers. Some purchase "light-glasses" that flash light on your eyes while you are dreaming to signal to you that you are dreaming--such as the NovaDreamer. Some get into the habit of always and sincerely checking if they are dreaming throughout the day and night. Others meditate while they fall asleep and keep their focus of awareness even while dreaming.
The second two are methods I recommend: the former being suitable for some and the latter for most. If you can meditate, and especially if you are familiar with Yoga, you may want to consider the former. Some call lucid dreaming Dream Yoga, a denomination of the Yoga of Knowledge. On this site, there is a translation of a significant work in relation to Tibetan Dream Yoga.
Most likely, though, the reader is not seeking unity with God and liberation (though why not!) but just a unique and fantastic experience. So instead of Yoga, cultivate the habit of asking yourself all day "Is the thing that I am doing right now dreaming?" Consider the question sincerely each time. Once it is a habit of the day, it will become a habit even in your dream life which will leads to lucid dreams.
If you chose the former method, I would recommend keeping a dream diary. Each morning, immediately upon waking up review the dream in your head for about twenty seconds. Immediately after, begin writing it down. At first, your dream diary will likely contain short sentences of one dream. For one, this will develop you ability to remember your dreams. How will you know if you had a lucid dream last night if you never remember your dreams or only remembered one out of the seven that you dreamt last night? Further, this exercise will help cultivate the habit of checking to see if now is dreamland or real land. With time, the sentences will become more descriptive and you will recall more dreams. Soon, you could be writing over a page per dream and remembering six dreams per night! Check out this page to see how my first dream diary developed within three weeks!