Don't expect to much from your first lucid dream. It will more than likely only last a couple of seconds, and you'll probably only be able to control yourself for a while. Put all thoughts of changing the environment and doing exactly as you want out of your mind for now, and just focus on staying aware in your dreams. You won't be dissapointed, and it'll still be a great experience when you have your first one.

I had my first reasonable one last night, about 45 seconds long. After it, I realised it's going to be a long time before I can do what I want. (I won't try to jump through any more walls for a while)