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Loosing lucidity.
I've only had 1 fully lucid dream. I have had two where I either came really close, or lost it.
One of them was a normal dream at first. I started to realize I was dreaming and was getting very close to lucidity when the dream suddenly became a little weirder and distracted me from attaining control. By the time I recovered from this diverting tactic, I woke up.
I've only had one dream that actually forced me out of lucidity for some reason, and you can find that dream here
In that dream, the reappearance of a character from a previous dream showed me that I was dreaming, and I quickly gained lucidity, although in some sort of restricted form. After a little bit, things got pretty chaotic and I dreamt that I woke up, which effectively rehid the fact that I was dreaming. By the time I caught on, the dreams 'epilogue' was done, and I woke with the number 40 or 41 very clearly in my mind. And yes, it was very clear that the number was either 40 or 41.
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Practice assertive dreaming. Tell yourself as you go to bed each night that you are in control of what happens in your dreams, get this firmly in your subconscious. And tell yourself that you will become lucid and stay lucid. You may think these thoughts are drifting into open air, but every thought you think becomes firmly lodged in your subconscious so it does help. It also may help to play out scenes in your mind as you go to bed, imagining yourself becoming lucid in them, or from past dreams.