so after reading up on lucid dreaming for a couple of days, I decided I wanted to actually try it. So after a few nights, I finally realized I was dreaming, I now realize I probably took things way too fast, but I was in this building and i for some reason had to escape, right when I had to escape, I realized I was dreaming. My first reaction was to get the hell out of there, and I flew extremely fast, lowering my shoulder into the door and flying a little away from the building. This all happened in around 2 seconds, then it seemed like the dream faded and I realized I was just lying in my bed.

How could I have stayed in my dream, and remained lucid? Any tips? What did I do wrong? thanks