Well this is a very hard question to answer. Just like reality, it is different from person to person. Not even every lucid dream feels the same, if you ask me.
If you haven't remembered a regular dream in a while, it will be hard for me to describe the difference, but I'll do my best. Many regular dreams are just fragments. You meander through them, unconsciously, having no control over yourself of your surroundings, not knowing your dreaming, and usually don't have any real-time recognition of your dream until after you've waken up. Then, you have the vivid non-lucid dreams, in which, sometimes, you'll be somewhat conscious in real time, witnessing the events of the dream, but sort of like watching a movie of what is going on, completely oblivious to the fact that what is going on is a dream.
Then, you have a low level lucid dream. A low level lucid would be as if I were to tell you "Hey man..did you know you're dreaming right now?" You'd be like "huh?!" Looking around, you'd realize that everything was a dream, but you're stll full of doubt. You're full of wonder. You're pondering what you can and can't do, sometimes to the point that many of the things that you try to do, you can't do, because your doubt is holding you back. Then, you have full-blown lucidity, in which you are aware that there is nothing surrounding you that is beyond your control (Whether you Decide to control your surroundings is up to you, but Taking Control is not required to be lucid, only knowing you have the ability to, because you know you're dreaming.)
As far as the experience itself, and how real it feels, consider it as an exact counter to waking life. You have the passive, groggy stage, where you're just kind of zombie-ing your way through it. You don't really notice how realistic things feel, because you're not focused on it, and things often seem distorted, or hazy. Then, you have the unparalled sense of being Completely Aware. You're aware of Everything. You can see every blade of grass, and if you want, zoom in to where you can see the atomic structure of those blades of grass. You can be oblivious to the sounds around you, or completely aware of them, hearing them with a sensitivity that waking life can never replicate. Think of the difference between being drugged with a seditive, and being high on adrenaline. They are as different as night and day, but completely outline the full range of awareness while dreaming.
Hope this helps, and that I made any sense at all. Lol.
Good luck, man, and welcome to DV. Hope you stick around a while. 
[Edit: Oh, and as far as remembering your dreams: start up a dream journal, it will prove invaluable. Keep it by your bed and write down Whatever You Remember. No Matter How Insignificant. Make it a point to make this part of your daily routine, and don't just give up when you can't remember things within a few seconds of waking up. I do that a lot. Lol. But, the more you stress to yourself the importance of remembering your dream material, the easier it will be over time.
But..most importantly...Be Patient..]
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