I used to have the problem with feeling drunk and unable to properly walk, too, to the point that I've had to sit down in lucid dreams before to steady myself, or ending up crashing into walls or on the floor, unable to control my body properly. After a while of this happening I tried to think about it and focus on why it might be happening and what I could do to overcome it. This might not work for everyone, but I took one lucid dream to focus fully on sorting this out, and I haven't experienced the problem again since.

The problem for me was that I'd get overexcited and try to move around straight away, forcing it but not properly focusing on it. When I really realised what was happening, it occurred to me to actually just stop moving for a moment. Standing still, I tried to calm and relax myself as much as possible while still remaining focused on what was around me/directly in front of me - not trying to make anything new happen yet, just becoming more aware of what was already there. Then I tried to become more aware of my dream body (whilst being careful not to start thinking of my physical body in my bed): as you can do when you're awake, I tried to sense every limb and muscle, working my way through my body. I tried to imagine it being steady and light. Then, slowly, when I did feel steadier, I tried stretching, and then walking forward. It was almost effortless, and now I felt steady and aware instead of drunk.

Again, I'm not sure if it would work for everyone, but it definitely worked for me and maybe it's worth trying just stopping and focusing when everything begins to get that way. Kind of like when you're a little dizzy in real life and need to just sit down and breathe for a few moments until it passes and things are more normal again. What the others said about doubt and taking it easy makes a lot of sense, too.

Light switches work in my dreams some of the time, too. That's why it's good to have more than one reality check as well as just being aware of the things around you and anything that's out of the ordinary. And the same with the finger thing - it never worked for me until I relaxed, focused on it completely and knew for sure that it was possible. Changing scenery and getting the dream to show you things will definitely come in time, but to begin with it really helps to focus on what's already there. Usually when I don't do that the dream just fades before I have a chance to change anything.

I've not personally tried falling asleep within a dream before because I find it too easy to get swept away by the dream - even just closing my eyes for a moment usually triggers a false or real awakening, though I have had a dream or two where this hasn't happened. The things I saw were very surreal, strange and vivid, but they faded within moments and I woke up. It definitely seems to happen more closer to awakening; perhaps it's still worth trying, though ^-^