Hey there,
This is a very typical experience for beginners. First lucid dreams tend to be extremely short, often resulting in immediate waking up when you become lucid. Don't worry about it, it will go away with practice 
Make it your dreamgoal to have longer lucid dreams. Additionally, as soon as you realise you're dreaming, start immediately paying as much attention to your surroundings as you can. See what's there to see, hear what's there to hear, touch the walls, the ground, the trees, the people around you, whatever you can touch. Pay attention to your dream.
The 'lack' of attention to your dream is in my mind what wakes you up. You're so focused on the idea of being lucid, that once you are, your toughts are entirely turned inward. Excited or not, doesn't matter, you're not paying attention to your dream, you're paying attention to the fact that you're lucid. Once you get more used to the experience, you'll stop doing this and be able to start paying more attention to the dream itself.
Additionally, be sure to set yourself dreamgoals. What do you want to do when you become lucid. Often times this will help prolong the lucid dream until the goal is completed.
Hope that helps!
-Redrivertears-
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