Ohhhh man, this happens to me all the time. I don't really know what to tell you. A few times I have remembered what I want to to, but too often I get sidetracked. I really wanted to try and invent a new color, but in my lucid dream last night I ended up beating up some bad guys. I think if you can remember what you want to do really easily in real life, you could probably remember it in a lucid dream. The trick would be to just not start doing anything immediately when you turn lucid, and instead to just sit and think about what to do for a bit.