that it is a dream?

I've successfully been able to teach myself to wake up after the first dream of the night.

It's not so much that I wake up afterwards. But then I just fall back into a dream without becoming lucid. When I am lucid and in the dream, why is it so freaking hard to come into control with the dream? Like I've realized that my dream signs are usually huge animals or insects, but I still don't even realize it's a dream. I've tried telling myself that I'm going to bed and it's just a dream but that still doesn't seam to help.