I have had dreams within dreams, but not because I was trying to. It's weird in a sense because you are really more aware that you are dreaming than when in most Lucid dreams.
When Lucid dreams started happening to me, I would have false awakenings, but still remember the dream I moved from to come into the new ones. I didn't think of them as dreams within dreams, but just successive dreams, but they developed in time to where they did develop layers and I could be aware of the layers within the layers. I even had dream characters or guides or whatever tell me that it was a dream within a dream. In a sense, life as we think we know it at a fairly mutually consensual level can be considered a dream, and then any night-time dream would of course be a dream within a dream.