As slayer said it varies from person to person, I had my first lucid dream about a week after I found out what it was.
Some people have a LD the night that they found it out and some people don't have one for years, but I think generally people tend to have their first LD within a month or so of finding out what it is.
As I said some people don't have it for months or even years so don't get disheartened if you don't have a lucid straight away.
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