It wasn't my first lucid dream, but definately the one I'm most proud of. It was one that took place in a certain white house. I've dreamt of the house for years-- it's a combination of Victorian lighthouse keeper's house that I know, a friend's home, and an aristocrat's manor. It has dozens of wings, all dark and quiet, an warehouse-sized haunted library, and dozens of winding, close staircases. Whenever I dream of the house, I invariably panic and try to run away from the nameless, formless pursuer that lives there.
In this particular dream, whenever I tried to go up a staircase, I would find the top blocked off with a heavy sheet of glass and be forced to turn back. After a few minutes of this, I gained lucidity and stopped running. I demanded that whatever was controlling the house show itself to me. A small boy crept out and admitted that he'd been the one blocking off the staircases. I was furious and summoned up the boy's parents so they could punish him and prevent him from doing it again, and I woke up smiling.
I haven't dreamt of the white house since then, though I'd rather like to. I think that were I not blinded by fear I would find it a pretty interesting place to explore.