I've fallen into the 'natural' category for as long as I can recall, and over the past five or six years gotten to the point where lucid dreams are more common than "normal" dreams. Now, that's not to say my control or clarity of thought are always on the ball.

As to the 'how' of it, it's hard to say but maybe some themes can give you an idea or two: I'm a pretty strong slow-sleep insomniac, and my circadian rhythms are jacked beyond any semblance of normal. Also, I work nights and have family to get turned around to a normal schedule for on days off so I have little-to-no consistent sleep pattern. Aside from sleep, I'm notoriously analytical and pretty alert/perceptive. I don't know which of the above predisposes me to lucidity... or maybe it's a combination of nature and circumstance.