I just had my first LD when trying to have one (I've had some spontaneous ones before I knew what LDing was) and the same thing happened to me. Pretty much as soon as I realized I was dreaming, I woke up because I was so excited! I've seen other people say that this is pretty common at first, but as you get more used to LDing, you don't get as overly excited and are able to stay in the dream. I'm looking forward to trying!