I have lucid dreams every once in a while. I have found that they most frequently come when I wake up and then immediately go back to sleep. That way I am partially conscious and I am also more likely to actually remember my dreams.
An important factor in lucid dreaming is being able to think critically. When I have lucid dreams, they always begin as regular dreams, but I am able to recognize an inconsistency with reality. For example, I had a dream where my girlfriend gave me the wrong time. She would never lie to me (at least about the time), so I shouted "you're lying!" and that's when I realized it was a dream and I floated away.
The only problem with lucid dreaming is that I have never been able to resist the urge to try to wake myself internally. This is the most frequent type of lucid dream that I have. I believe that there is something that is happening to me externally, which requires me to wake from my dream state. I do this when I arrive at work early and sleep by the elevator, waiting for someone with a key to come. I will dream that I hear nosies by my physical body, which indicates that I need to wake up. I also used to have dreams where I believe that I stopped breathing physically (when I lie on my stomach) and must wake myself up to breathe again. Even when I have lucid dreams that do not require action by my physical body, I my mind still tries to wake myself up.
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