First of all, you should be frequently performing reality checks throughout the day, as without regularly checking to see if you're dreaming, you're very unlikely to realize it when you really are. There's a good guide for reality checks
here, which you should read. I recommend reality check number eleven on that page, which they call the breathing check, since it works very well for most people, and has never really failed me.
Second, actively intend to lucid dream. Before you go to bed, tell yourself, "I will lucid dream", out loud if possible, and firmly believe it. This drastically increases your chance to lucid dream.
Third, make sure you have good dream recall. This isn't strictly necessary, but it's a good idea, since it doesn't do much good to have lucid dreams if you don't remember them afterwards. This is done by simply recording your dreams in some form of dream journal, immediately upon awakening. This fixes your dreams in your memory, causes you to recall extra details you would otherwise have forgotten forever, and over time, drastically increases your recall. If you can remember at least a couple dreams a night, you're probably doing well enough to remember most of your lucid dreams fine, but the more recall, the better, so you should do this if you can.
These are the three biggest things, which will help you the most in having lucid dreams naturally. If you want to further increase your chances of having lucid dreams, check out the tutorials subforum, and read and try some of the techniques there. These are usually somewhat challenging, but any one of them, once you get good at it, can drastically increase your chance of lucidity. Some of them, (WILD, VILD, DEILD, FILD, and probably a few others) can even allow you to go straight from waking into lucidity, potentially every night.[/b]
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