Lucid Dreaming: First Lucid Dream
Don't expect to be flying around fighting dragons on your first time, the likelihood is that you will simply realise you are dreaming for a second and become very excited, which will result in you waking up. The key to maintaining a lucid dream is exerting control over emotion; a sudden burst of emotion will knock an inexperienced dreamer out of the dream state in a second.
Next: Developing Control