I have only had a handfull of lucid dreams and in my first two I tried to lift objects with my mind simply by willing it to happen. this did not work and I could not move anything with my mind. upon my next lucid dream I could use telekinesis for a short time and then I could not lift anything. I don't know why I had the idea to try this but I closed my eyes removing the visual dream. I then focused only on the sensation of lifting the object. I opened my eyes and It was floating in the air. I had another lucid dream shortly after that and I repeated the act of closing my eyes to lift and object and it worked again. I think that I was trying only to see the object float rather than focusing on the sensation of making it float when my efforts were fruitless.

This may or may not help with flying as well, I will have to wait until my next lucid dream to try it.

I hope this helps someone!