Congrats on your first lucid. *High five*
Don't forget to give your brain a "cookie" for doing what you wanted it to. Reward yourself for a job well done, and your brain will, just like a puppy, try it again in an effort to repeat the reward.

Getting shot has been a dream sign for me for a while. It is literally the thing I hate most in my dreams. I actually do feel pain in my dreams, so it just hurts like heck, often blowing large wholes in my body, but I'm still up and ambulatory. All it does is make me angry. It never ends well for DCs who shoot me.