Presuming that you have not asked this for wisdom on the importance of staying in the dream, and the multitude of rationales to stay, I will discuss as follows:
There are several ways, and no, it's not such a silly question. 
For instance, many lucid dreamers wake themselves prematurely to recall the results of a particular experiment or discovery. In my experience so far, when I have wished to wake up, on some occasions I have intuitively shut my eyes, and simultaneously thought, 'Wake now', whilst I visualize the sense of my body in the bed, and consequently bring attention to the waking state.
Otherwise, it's just a skill of 'feeling oneself dissipate into nothingness'.
Nonetheless, in many instances, the situation may not be so effortless, as often anxiety, or even mere belief of lack of control, permeates our previously blissful state of lucid euphoria. In this circumstance, a common method of destabilizing the dream is staring at any object in the dream. Consequently, it is proposed that this action will disturb the dream state, as is it not designed for such close inspection. A more violent approach, however, is to kill oneself. I strongly advise against ludicrous acts such as shouting various statements along the lines of 'I want to wake up'. The key word is want. Do you really think the dream is going to be cooperative in that regard?
Ultimately, it's important to stay calm. The more you exacerbate your state, the worse the dream will react.
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