You definitely need a dream journal, it's the only way for you to become familiar with your state of consciousness in dreams. Once you get a big collection of dreams in your journal, you can make a catalog of dream signs and start looking for things in your waking reality that remind you of your dream signs. Then the next step is to do reality checks every time you notice a dream sign or when something seems odd or dreamlike.

More than anything else you just have to pay attention to your state of consciousness all the time, and eventually you'll begin noticing when you're dreaming from inside the dream.