I'd just like to add last night's experience to the mix. It's got me thinking:

I dreamt (ie already dreaming) that I went to sleep, and then DREAMT that I had a lucid dream. You'd think that's the same thing as HAVING a lucid dream... but no. This morning I realise it wasn't lucid at all. It was simply a dream ABOUT being lucid.

How can I tell? It just feels completely different. It's subjective at the end of the day...