I've been trying to have a lucid dream for a couple weeks now. I've been doing reality checks in my waking life every day, and practicing my dream recall. I have had lucid dreams in the past, but they were nightmares. I would realise that I was dreaming because something horrible would be happening, and as soon as I attained lucidity, I would wake up immediately. Last night I had my first lucid dream that was not brought on by a nightmare. I was chasing someone and I realised I was dreaming, so I decided that I would jump from rooftop to rooftop, almost flying. Sadly, I lost the dream before I could make anything else happen. The strange thing is that as soon as I realised I was dreaming, I felt like I might wake up at any second. It felt very fragile. I didn't though, and I was able to remain lucid for thirty seconds or so, then the dream progressed into something else and I lost lucidity. When I woke up in the morning, I realised that the feeling of fragility I had was only part of the dream; that I was not even close to waking up.
I was very excited. I noticed something strange, though, and that is sometimes in a dream I'll wonder if I'm dreaming, perform a reality check (like the finger through the palm or reading fine print), and everything is normal like I'm not dreaming. Any advice?