Hi and welcome do DV!
Well, to start off you should start a Dream Journal. A Dream Journal is a notebook where you would write what you recall of your dreams when you wake up, that way, you will remember them easily in the future (this is very important, it will help your recall a lot).
Then you should learn about the different methods to induce a lucid dream.
The "asking yourself if you're awake" thing you were talking about is called a Reality Check, you can also read about them here.