I love lucid dreaming, too bad that most of my dreams are only semi-lucid. There was just once that I woke up in the middle of the night and then convinced myself to enter a specific dream and it worked, the process took about 5 seconds (or so it seemed).
However I have to say I love the common non-lucid dreams more. You shouldn't always have what you want, and from personal experience I have learned much from unfortunate situations.
Random comment: Everytime I leave a comment here there is pressure to impress YC. This pressure either raises the quality of my messages or make them less honest.
I had a similar situation just recently - only worse; when I suddenly became aware that I was dreaming, I thought "ah, a lucid dream! So I can do what I want here? Cool... what do I want to do...? Er... er... er... oh bugger I'm waking up now." Once I was awake, and had the chance to think about it, I realised that the aspect of my dreams I love most is their complete unpredictability despite also being completely convincing, and I was rather scared that I'd never get that back.
Happily the next night I was back to good old-fashioned vivid dreams.
My mom taught me how to lucid dream when I was a kid to get rid of my recurring nightmares. The experience of battling against the evil monsters of my childhood dreams was one I will never forget.
I found lucid dreaming by accident; it just happened to me a few times before I discovered some people called it "lucid dreaming".
There are some interesting mental experiments you can do when lucid dreaming, like the ones where you look at yourself in the mirror. What do you see? What do you see in the mirror when you move? What happens if you move into the mirror? The answers to these questions tend to be very interesting, but also very diverse between people.
It's rather creepy. The vision of yourself in the mirror tends to be distorted, and if not (in my case was not), it gets distorted with movement. As if the brain couldn't process it well, or something like that. And usually, in dreams, going into surfaces makes all your surroundings change (at least that was what happened to me, it was like teleporting).
Google for Lucid Dreaming and Mirrors, it'll get you to very interesting results.
In Surely You're Joking..., there's a great story about Richard Feynman's experiences with lucid dreaming (though I'm not sure he uses that phrase). It's what inspired me to try. Got it to work twice. Both experiences were during afternoon catnaps, for some reason.
I have dreams like this sometimes, but I cannot do anything that's not possible in the real world. I can try, but my brain always corrects the universe in the next second. For example, I cannot balance a pencil on its point; it will always fall over.
I taught myself how to snowboard through lucid dreaming. I'd recommend it. IIRC omega-3 is good for inducing lucid dreams, and since that's the one supplement the FDA actually recommends people take it kind of works out.
However I have to say I love the common non-lucid dreams more. You shouldn't always have what you want, and from personal experience I have learned much from unfortunate situations.
Random comment: Everytime I leave a comment here there is pressure to impress YC. This pressure either raises the quality of my messages or make them less honest.