1) The excitement that you are experiencing will fade with time. I was the same way when I first started to practice, which was annoying because it can impede on attempts and progress. Just give it time and you'll be more calm

2) Like MasterMind said, don't "expect" to have a lucid dream. Just practice, set your goals one step at a time, and it will come.

3) I always got the best results when practicing one technique at a time because I would solely devote my time and efforts to that one style. So if you have a favorite, or more preferred technique that you think suits you better, give that one a try for a while before jumping to another one.

4) MasterMind pretty much covered all the advice I would have given though, I will add that you should always ENJOY it. Some people make trying to have an LD into a job, and as a result, wear themselves out and diminish their chances! If you feel like it's becoming a chore, don't be afraid to take a break and let your mind recuperate and digest all of the new information.