1. You're not doing anything "wrong".

I personally stumbled into lucid dreaming because I used to have bouts of sleep paralysis (actual sleep paralysis) that led to some pretty scary and trippy out-of-body experiences. While I was reading up on it, I stumbled across people discussing how, instead of being scared by it (and it can be scary), they used sleep paralysis as a bridge into lucid dreaming. Even then, it took another year and a half of steady effort before I had my very first lucid dream, and it was only about 10 seconds long. Lucid dreaming is a slow fire to kindle, but once you have put in the time and effort, it begins to come naturally. Don't give up after the first month. Don't give up after the fifth month.

2. In addition to doing RCs (which are great), you may also want to look into All Day Awareness, which has worked very well for me. In addition, simply having faith in your own efforts plays a huge role in how successful you are. Confidence is a huge factor in almost every aspect of lucid dreaming, from actually having a lucid dream in the first place to how well you are able to maintain and control your dream. Confidence is also the #1 problem that almost every new lucid dreamer has, and it's something that builds over time. Lucid dreaming is a skill that you develop, just like everything else.