Discovering this site has been the spur to get me to try lucid dreaming, and I finally had my first lucid dreams last week after about 3 months of trying.
They weren't anything like some of the more extensive lucids that some of you experts have been having, but it's a start.

The first was a morning dream that I lapsed back into after waking, where I just suddenly became lucid. It was so shocking to me that I woke instantly after only about 3-5 seconds. I was diving down under water, but I know it was a lucid because it was so real and I was totally aware of it. It really took me by surprise as to how real it was!

The second time was the next night, where I suddenly realised that the dream scene was not quite right, and I thought to myself, "hey, this is a dream!", but again, I woke up immediately after only a few seconds.

The interesting thing about this was that I was on holiday and getting plenty of sleep.
Now that I have returned home I'm not even getting anything like the dream recall I had before, and have not had another lucid, but then my length of sleep has taken a nose-dive.

I now at least get it. Just need to move to the next level.