Hi BeeDreaming! Welcome to DV!

It CAN work when you first go to bed, but only very rarely, and it's been proven to be far more effective during a WBTB (wake back to bed). I was just re-reading LaBerge's chapter on it last night in Exploring the World of Lucid Dreaming, and he gives loads of stats to prove it. For first going to sleep a better technique would be DILD or MILD.