before you go rushing to take control I'd suggest that once you realize you are in a dream, you calm down, and stabilize.
Every dreamer has their own way of stabilizing.
Some spin around in circles until the dreamworld focuses in, some try smelling stuff around, touching stuff around them, looking real close at the textures etc..
I personally just touch the nearest thing that is to me, and I focus to feel it's texture, it's warmth/coldness, the sound of my hand makes when sliding over it . . .
(before you go to sleep you should at least do a mantra couple of times "I WILL stabilize my dream once I go lucid")
Once the dream is all nice and stable you can have fun!
*just remember to remind yourself every minute or so that you are dreaming, just in case you get carried away by the plot
Also, congratulations on your first lucid! Like Goldenspark said, it's just the beginning

Bookmarks