My first lucid dream was some time before my discovery of lucidity, and my first thought, because I was escaping from some high security place, was to pull out a lightsaber and start using the force. So I yelled "force push!" and pointed my hand at somebody an he looked at me weird. Then I said " it's my dream." and he went flying! Then I pulled out a lightsaber and went to work on the others. I'm wondering if this is a common first time experience.
(it was amazing by the way, and I've been trying again ever since.)