Lucid Dreaming is pretty easy to do once you practice a little.
One technique i used was one where you sort of "wake up" in your dream. Its probably the easiest technique to pull off since since you go from being awake to dreaming (or whatever). it has something to do with entering REM stage while skipping all the other sleep stages completely.
First You gotta be really tired. To the point where you feel you could fall asleep standing up. Ppl usually feel like this during the afternoon (like around 2 -3pm) especially if you have school or work where you have to wake up early in the morning.
Once you're really tired you gotta.... sleep! (A duhhh). The trick here though, is staying awake at the same time.
Second Close your eyes and let your body relax (Dont pretend either.. actually fall asleep). While your eyes are closed simply concentrate on staying awake. Think abt stuff, like your day at school or work but dont lose yourself! When you are really tired, sometimes you can drift off, and start daydreaming or hallucinating.
Third If you actually do everything right for a while, you should feel your body tingling (like electricity is flowing through it). This tingling sensation is your mind shutting down your body (so that you dont jump out your window irl while having a dream about flying). It should last about 5 - 10 seconds and during that time you'll be hearing loud whooshing noises, like your moving through a portal or something. Try to stay calm the entire time and dont move anything (you're not dying).
Fourth 1 Once all of the noises are gone, if you are lucky, you'll be in your dreamworld and be able to visibly see stuff around you. CONGRATZ!
Fourth 2 If you are unlucky (like me all of the damn time) you still be seeing black. But do not be upset becuz ur actually dreaming! WHat i normally do is try to roll myself out of my bed which results in me feeling like im falling down a bottomless pit. I end up on the floor of my room but in a dreamstate (I can tell when im dreaming or not). From there i usually jump out my window and start flying or failing (its either do or die D:<).
Have Fun
Also, if you are new to this, you will still be able to feel your body throughout the whole process of falling asleep (arms, legs, hands etc.) and even while dreaming. Try your best not to move them or better yet, forget about them!
Also Also, if you cant tell the difference between dreaming and reality, dont jump out your window once you think ur dreaming -_-. Instead, walk around and try to find things that are abnormal, like a polar bear walking down the street or something.
Also x3, you can control your dream by thinking abt stuff. Close your eyes, wish there was a car in front of you, open your eyes and BAM! (Only happens in dreams though... obviously)