Welcome!

Things you are describing are all very normal.

You realize that you are dreaming when you have nightmare because your mind recognizes that things such as nightmares are very unlikely to happen in real world. And of course without practice you will wake up right away.

By keeping dream journal and doing various exercises such as reality checks and other techniques you will be able to train your mind so it will realize that you are dreaming during normal dreams and not only nightmares. Also with time you will be able to stay in a dream world longer upon realizing you are dreaming.

Anyway, just check out forum and you will find TONS of information. It can be overwhelming at first but just give it a chance and stick around for a while.

When you have your first Lucid Dreams you will see how rewarding it is.