I stumbled upon this site maybe a week or 2 ago, so I started doing dream checks and keeping a journal and all that. Surprisingly, I've now had 3 lucid dreams... I think.
They all ended very quickly, and I didn't see much detail, they seemed as hazy as any other dream. In the first one I had a false awakening and did a dream check (the pinched nose technique works quite well ) and obviously it failed. I hardly realized I was dreaming before I woke up.
The second time I actually did something. I had some dream about someone trying to kill me, and succeeding, and I tried to avenge myself as a spirit. Out of the blue I did a check, and I think I became lucid. I don't think I was in compete control, but it was so brief I'm not sure. I decided to try to fly first - I jumped, higher and higher until I went through the ceiling. Big mistake... there was nothing past the ceiling, just nothingness, and I woke up.
The third time I don't remember the details, all I remember is I covered my nose and I could breath through one nostril (I had a cold at the time). Then I woke up.

Why do I wake up so quickly? I may have been a bit too excited in the 3rd one for a moment, but I didn't feel like that in the other dreams. Advice would be appreciated.