You can remain aware through all stages of sleep, but they do not all lead to a lucid dream. From your description, it sounds like you were aware through some alpha wave sleep, or something similar. If you did the exact same thing during a REM cycle, you probably would have launched into some seriously amazing sh*t.

It can be tricky to peg down a REM cycle during the day. Try this same thing in the middle of the night, after 4 or 5 hours of sleep. Aim for a time when you know you normally dream. If you don't want to interrupt your sleep, you can keep fishing with afternoon and evening naps. Just keep experimenting, and have fun with it