The mnemonic induction of lucid dreams (MILD) is a common technique used to induce a lucid dream at will by setting an intention, while falling asleep, to remember to recognize that one is dreaming, or to remember to look for dream signs. Because it is easy to master (almost everyone sets intentions frequently), it is ideal for those who have never practiced lucid dreaming induction techniques before. source

A DILD is where you are having a normal dream, induced simply by sleeping, and then come to the realization that you are in a dream, and thus becoming Lucid. source