I had a mini lucid dream before, but this is the first one that I had control in!
It started off my friend and I sitting at a table and there were a bunch of people around us, and he says "this feels like a dream" or something like that, and that's when I realized it. To confirm that it was, I jumped really high. Then I flew for a bit which was easier than expected. I landed in the same spot and it felt a bit fuzzy. I rubbed my hands together (God knows how I remembered that) and it got a little clearer, but not the amazing rainbow sky that I've heard of. After that I flew over a fence and found a big hot tub of naked women. I didn't really have any sexual encounters, but things after that kinda get hard to remember.

Either way it was a good first experience and I hope that first time makes it easier to have more!