I've always wondered several things about lucid dreaming:

1. In a lucid dream, do you remember what happened before you sleep?

2. Can you 'build' a setting and dream characters in a lucid dream and return to the that setting in a later lucid dream?

3. Do you remember lucid dreams as clearly as real memories or only as clearly as non-lucid dreams?

4. Do you have to wake up from a lucid dream to remember a lucid dream?