My first LD occured when I was about 8 (or so..). I remember, with utter exitment, thinking "I'M DREAMING!!!1". I remember waking up, poundering this strange phenomenon; at the time, I knew not that Lucid Dreaming was.

In any event, in the dream I just kinda ran around, thinking "WOW!" I really wish I did more, heh. I only had control over myself -- not my environment.