The most important thing is to Stay Calm. Your mind can be your own worst enemy when it comes to trying to wake up. Part of you could know how easy it would be to simply yank your eyes open and wake yourself up. (That is the method I adapted as a kid before realizing what lucid dreaming actually was.) but the other half of your mind will be so afraid of what could happen if you Don't wake up, and simply that knowledge of What If is enough to keep your subconscious mind trying to trick you into staying. Wanting to wake up from a dream can be an overwhelming experience, but if you ask me, the easiest thing to do is stay calm, close your eyes in the dream, and will yourself into yanking your real eyes open.
Another problem you may or may not come into, is false awakenings, and if I somehow bring them open you, subconsciously, by explaining what they are, I appologize cause they suck. lol. Happens to me all the time when I'm practicing my LD's, but you feel like you wake up, in bed, as normal, and find out after the course of a few more moments that you are still dreaming. Now these can be plain, normal, repetitive experiences, or they can be quite frightening, as I've found out. But they also teach you the most important thing about becoming lucid, whether you're having a nightmare or peaceful dream...
..When you realize you are dreaming, Stay Calm, and think about what you want to do next.