Like everyone has already suggested, it's important to not become too excited. Just remain calm and focus on the dream.

You should also try and avoid thinking of yourself being asleep in bed, and of your physical body. Sometimes you can remain very calm but you may start thinking "wow, I'm actually asleep in my room right now!"... This can spell trouble, resulting in either a false awakening or a real awakening. You probably don't want the false awakening, but you definitely don't want the real one! The best way to avoid this is by using phrases like "this is a dream" (bringing attention to your immediate surroundings) or "I am dreaming".

Touching objects is a huge help if you want to ground yourself into the dream, stabilizing it and bringing your attention away from real life. If touch is one of your strongest senses in a dream, you definitely want to go around and touch items or buildings. You can also look around at the location by spinning slowly in a circle - don't spin too fast because "dream spinning" quickly only serves to change locations (with the proper amount of visualization) or wake you up.