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To do this Technique. :
1) Daytime practice - build the habit of checking if your feet are the same temperature. This is essentially identical to a reality check. This one you were socks on both feet or gloves you can't do it with your feet.
2) Nightime practice - Wear the sock on your left foot or glove during the night. This should have a subtle influence on your dream body, and then when you notice or check as will become a habit due to your waking hour practice, during the dream this should cue you into lucidity.
check regularly. Trust me, I'm still getting a handle on it, myself. It's better to check whenever something dreamlike occurs during the day. Essentially just consider it another test to add to your reality checks (and you should be performing at least 10 of those a day, with other RC)
With everything though, it takes a bit of getting used to. You still have to do the practicing... It's not as easy as people may think. I recall at times I pulled the sock off my foot or I was just uncomfortable at the beginning.
I don't know about anyone else, but, I did have weird things happen in some of my lucid dream where DCs show up with lost limbs or people point at my feet?