Feel free to ignore Leo, he's stark raving mad.

Couple of things you should do:

1. Start doing reality checks during the day. Check you're not dreaming. One of the best ways to do this is by checking a digital clock, and seeing if it changes when you look back.

2. Use some tried and tested methods for inducing lucid dreams. Read up on MILD and WBTB in the tutorials section if you don't know about them already.

3. Keep a dream journal if you aren't already. It'll help you remember more dreams, and so if you do have a lucid dream, you're more likely to remember (you never know, you might have had LDs already, but just forgotten about them.)