The following example is taken from Exploring the World of Lucid Dreaming by Stephen Laberge (an excellent book that I recommend).
This is called Prospective Memory Training:
1. Read the day's targets
This exercise is designed to be practiced over an entire week. Below is a set of four target events for each day of the week. When you get up in the morning, read only the targets for that day. Memorize the days targets.
2. Look for your targets during the day
Your goal is to notice the next occurence of each event, at which time you will perform a state test (reality check): "Am I dreaming?" So, if your target is, "the next time I hear a dog bark," when you hear this next, note it and do a state test. You are aiming to notice the target once - next time it happens.
3. Keep track of how many target events you hit
At the end of the day, write down how many of the four targets you succeeded in noticing (you can make a space in your dream journal to record your progress with this exercise). If you realize during the day that you missed your first chance to notice one of your targets, then you have failed to hit that target, even though you may notice its occurence later in the day. If you are certain that one or more targets did not occur at all during the day, say so with a note in your dream journal.
4. Continue the exercise for at least one week
Practice the exercise until you have tried all of the daily targets given below. At the end of the week, if you are still missing most of the targets, continue until you can hit most of them. Make up your own list of targets, keep track of your success rate and observe how your memory develops.
Daily Targets
SUNDAY
The next time I see a pet or animal
The next time I look at my fice in a mirror
The next time I turn on a light
The next time I see a flower
MONDAY
The next time I write anything down
The next time I feel pain
The next time I hear someone say my name
The next time I drink something
TUESDAY
The next time I see a traffic light
The next time I hear music
The next time I throw something in the garbage
The next time I hear laughter
WEDNESDAY
The next time I turn on a television or radio
The next time I see a vegetable
The next time I see a red car
The next time I handle money
THURSDAY
The next time I read something other than this list
The next time I check the time
The next time I notice myself daydreaming
The next time I hear the telephone ringing
FRIDAY
The next time I open a door
The next time I see a bird
The next time I use the toilet after noon
The next time I see the stars
SATURDAY
The next time I put a key in a lock
The next time I see an advertisement
The next time I eat anything after breakfast
The next time I see a bicycle
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