It would be hard to tell you when it is okay to start exploring the dream world. The best answer is "when you feel comfortable" but that may seem lacking now. The truth is, you will know when you have settled into a stable state; you will feel it. The more you do it, the easier that feeling will be to recognize. If you want to develop the best control, don't try to do anything with any lucid dream until you are able to recognize this feeling.

Of course you can always try things before this happens, you may do some cool things and eventually lose lucidity or wake up. There is nothing wrong with doing it that way. If you wait until you are comfortable with your control over just being lucid and not doing anything in particular though, it will be much easier to then take it to the next level and actively engage the dream world. It may seem more 'boring' to do it this way but you'll be less likely to get discouraged if the things you try don't work and will be able to become lucid more frequently and stay lucid for longer.