I hardly ever realize that I'm dreaming when I see flying elephants or purple trees. When I catch a dream sign, it is usually something much more subtle... like, a piece of furniture tilted at an awkward angle, or a person speaking differently than they normally would.

According to Stephen LeBarge, inducing lucid dreams is rare unless you can remember at least one dream per night. So, I'd say just keep trying really hard to improve your recall. Also, don't get too excited about your first Lucid. Sometimes firsts are wonderful experiences... lots of the time they are short/boring/too blurry.