Hi Wil, welcome to Dreamviews!
Impatience and stressing out can harm one's attempts to lucid dream, so it's important to know that it takes people different lengths of time to get their first lucid. It took me two nights after a lot of research and practicing, but I may have just happened to get lucky and choose the right technique for me, right away. Some people may try a technique and find it's not the one for them, so they try something else. An average I've seen around the forum is something around 1 week, give or take - you could have your first lucid tonight, or in a year. It's all a matter of willpower, and whether or not you're "certain" that you'll dream lucidly tonight. Expectations and certainty is very important, in both actually inducing lucidity and controlling dreams once you're in them. And lucidity itself is caused by heightened awareness or mental consciousness, which can be practiced quite easily. When you become aware in the real world, it will carry over into your dreams.
Lucid dreams are great in the sense that you have absolute freedom and can do anything you want. For your first LD, you want to be as prepared as you can so you know exactly what to do if, per say, the dream starts to fade or you become too excited to stay asleep. It happens. For starters, have a look around the Dreamviews Wik - there's some definitions and guides in there to help you get started. You can also read through the Beginner's Guide to Lucid Dreaming; it has summaries of all the most popular LD techniques, links to related tutorials by experienced users on the site, and some other information (including how to stay asleep and not become overexcited once you realize you're dreaming). 
If you have any questions, feel free to ask, be it through a post or PM!
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