I first started trying to practice lucid dreaming in my early teen years. It took many tries to get good at it and to start noticing the rewards that come from dreaming lucidly. The keys to successful lucid dreaming are control over fear and doubt. While dreaming, if there is the slightest bit of fear or doubt, it will taint your dream and I noticed that I would typically lose control of the dreams.
My best tip for anyone who wants to try lucid dreaming is to keep in mind that it may take many attempts. What worked for me was, before I went to sleep, I would note to myself that I was about to sleep and I would keep the intent in mind that I will try to realize that I was dreaming. Sometimes I would think about something specific I would try to do once I realized I was dreaming. This is, of course, much easier said than done.
The best and worst thing about dreams is that they are so amazingly real. Even the things that are obviously un-real still seem perfectly normal while you are sleeping. This is what makes it so hard to take that crucial moment to notice that you are dreaming. The reason you want to sort of prepare yourself before falling asleep is because, even though your conscious mind is being dazzled by the wonders inside of your dreams, you sub-conscious mind is aware that you wanted to try to realize that it is just a dream and you want to have control.
It will start slow. In the beginning, I got to the point where I realized that my dream was just a dream, but in noticing, I would very often wake up immediately. However, this is a step in the right direction. Once you have gotten this far, the hard part is over. Just keep doing the same thing and eventually, you will stay in the dream and your level of control will begin to become more and more powerful.
The true test of your control is when a nightmare occurs. During a nightmare, if you have been practicing lucid dreaming, you will start to be able to change the bad parts of the dream. For me, what happened often was that I would manage to change the dream enough to no longer be a bad dream, but this process would cause me to wake up. Again, this is a step in the right direction.
With more and more practice, you will become a dream master and you will never have to be afflicted by bad dreams again.
I hope this has been helpful. Leave a comment on your experience with this and any tips you might have for people just starting with lucid dreaming.