Welcome to DreamViews. You're not alone, this is a very common issue a lot of beginners have.
1. When you first realize that you're dreaming, you must stabilize and anchor yourself in the lucid dream. This allows you to stay in your LD. Read the Dream Stabilization and Clarity Tutorial for further information. Also check out the Flying Tutorial. Further helpful resources can be found at The Beginners Guide to Lucid Dreaming and the WIKI.
2. Also because of not stabilizing your LD. ^
3. Getting too excited? ^
4. You're just awesome like that. ;D Could be your diet or sleeping schedule.
Good luck!