Originally posted by ModestMouse
The last two nights in a row I have become lucid multiple times during the first REM stages of the night. For me that's about 20 minutes after going to sleep. However I just can't seem to hold on to it, as soon as I realize I am lucid the dream just fades away, it's like i'm trying to hold on to something made of smoke.

Now I have yet to have a prolonged LD at any REM stage. I'm just wondering if anyone else has experience so early in the night.
Try to stay calm and wait a bit. If you try too early it's no wonder if it fade away. I once was in about the same stage. At first I started looking around, causing the dream to start fading. But I became calm and did only look in one direction in the dream, to prevent the dream from fading. After a while I had a lucid dream.

I guess that's your problem. Correct me if I'm wrong.