There are several different ways to induce lucid dreaming, each of which comes with it’s on acronym, and each is easier for some and more difficult for others.
MILD - Mnemonic-Induced Lucid Dreaming
Even in waking life, mnemonic phrases can be used to concentrate the mind. I myself have used them when playing tennis and badminton, curing my difficulty in serving. This same trick can be used to force your mind to concentrate on achieving lucidity. However, if you have difficulty falling asleep, especially if it is through trouble stopping thinking, this may not be the best method.
WILD - Wake Initiated Lucid Dreaming
Using meditation techniques as you fall asleep, such as tightening and relaxing your muscles one at a time, or focusing on the flame of a lit candle, is another method. However, as you slip into sleep, you may find yourself trapped between states, unable to move but completely aware. There is nothing harmful about this, but it may seem very frightening. This is what is called Sleep Paralysis.
You can find my own successes using WILD on DreamCollectier.
VILD - Visual-Induced Lucid Dreaming
As you drift to sleep, think about what you want to dream about. Picture it in your mind. Visualize yourself succeeding, and when you fall asleep, you find yourself dreaming lucidly successfully. At least, that’s the idea. This is another method that may not be the most successful for people who have difficulty falling asleep because their minds won’t stop whirling.
LILD - Lucid-Induced Lucid Dreaming
Lucid-Induced means what it sounds like: you have to tell yourself whle you’re dreaming lucidly that you’ll dream lucidly again. I’ve heard account of people who have used this very effectively, but it does require that you’ve succeeded in dreaming lucidly already.
WBTB - Wake, Back-To-Bed
This is the most effective for me, and I use it regularly, especially when I am having a nightmare, a dream that is taking an unfortunate turn. The few books that mention this method typically recommend that you get out of bed, get something to drink, read something that refers to dreaming, and then go back to bed between 30 and 60 minutes later.
For myself, though, I just roll over. Since I sleep on my side, rolling over gives my mind the idea that I’m switching to the other side of the dreaming coin: I’m going from a victim of the dream to the controller, turning my subconscious on the defensive. Also, it allows me to sleep in the same spot on my mattress, but to feel the sheets freshly, allowing me another metaphor on my assault.
You can find my own successes using WBTB on DreamCollectier.
There are two ways to wake yourself up while dreaming:
First, going to sleep at the same time every night will allow you to learn precisely when you dream. As your cycle through the layers of sleeping (Stage 1, Stage 2, Stage 3, and REM) is typically very regular, you will be able to set an alarm to wake yourself up while in the middle of a dream.
Second, when you start to feel frightened in a dream, you can teach yourself to wake up. My dreams more often than not start as non-lucid, and then when I return to them, they are lucid. Depending on how much my subconscious fights for control changes how much control I have over the dream, as well as how my control manifests itself.
In my own bad dreams, I have protected myself using everything from god-like powers to bubbling myself. Killing myself has also saved me on more than one occasion, giving me an astral-projection-like experience (entirely within the dream, not actual projection through the real, waking world).
Many books never mention this method, and many of the dreamers I have spoken with have never heard of it.
The most important thing is to find a method that works best for you, whether it is just one of the above methods or a combination, or something else entirely. I know I’ve covered WBTB more thoroughly than any of the others (only because it is the method that I am most familiar and effective with), and I do recommend doing further research on any that sound like they may be best for you.