Basically imagining yourself doing anything like walking, riding a bike, being on a swing etc..seems to really help with transitioning from awake to lucid dreaming. Its almost like it gives your mind something to focus on..and all you need to do is forget that your just only thinking about walking, and eventually youll be drawn into it
I often daydream and sometimes it involves jumping or swinging, and if i zone out and really concentrate, but dont concentrate, i actually get the feeling of being on a swing, or the feeling you get when you jump. But as soon as i remember that im only day dreaming or falling asleep the feeling goes away and im back to reality. I think the key is to just let your mind go, and forget that your laying down trying to lucid dream. Focus everything you have on just walking.
Make your entire world, and every thought you have, be about you walking.