Flying is one of the most difficult things to do I found that the best way to learn how to fly is either imagine yourself underwater and you are floating/swimming or using your arms as wings and gliding down a hill (sort of how you would learn to hang glide.)

Start out gliding and after that start using your arms to steer and even gain height, then after a while you will find that you are using your arms less and less.

Closing your eyes is a pretty reliable way to wake up for real, you don't want to do that in your lucid dreams. Spinning seems to be the most reliable way to teleport.