I'll guide you through the WILD method in a minute. busy at the moment.
EDIT
Okay, this is the Wake Induced Lucid Dream (WILD) method. I've been using it for about 2 years, and it works 100% of the time for me.
First set an alarm for 6 hours after you go to sleep. Wake up to this, get up, go to the bathroom or do some small task (I just walk around my room for about a minute), and then go back to your bed. The reason for this is because it's about 6 hours into your sleep cycle that your body enters REM (rapid eye movement) sleep. This is your deepest point of sleep and it's the sweet spot for the lucid dream.
I want to note that you can skip this step all together if you're already super super tired and you're able to fall asleep within minutes of hitting the bed.
Once you're back into your bed, proceed to follow these steps.
1. Lie down flat on your back, arms at your side. Turn off as much sound and lighting as possible. If you prefer a light on, put something over your eyes.
The reason for this, is because we as mammals naturally sleep on our sides/stomach, due to survival instincts. Your back is clearly much more resilient than your stomach, so you guard it while sleeping. Most cats/dogs etc. do this as well. Anyway, the key to lucid dreaming is to create a bridge between your subconscious and your conscious minds. So by attempting to sleep in a vulnerable position, your conscious mind will remain alert and active, if only slightly.
2. Stay
completely still.
This is the hard part. You need to be absolutely solid for 15 - 30 minutes. What you are doing here is forcing your body into sleep paralysis. When your body goes to sleep, it disconnects itself from your brain. That way when you're running in a dream or something, you're not laying there kicking like a beached fish. However, there are stages leading up to the paralysis, and I will list them in the order that they will (most likely) come at you:
5 - 10 minutes:
Certain (and from my experience, random) spots of your body will start to itch. It's important to know that these are false itches, if you will. This is your body testing to see if you're awake. You must remain still.
10 - 15ish minutes:
You will feel these itches completely take over your body, but in a euphoric way. Your entire body will begin to tingle and it will feel as though you just smoked the craziest weed of your life. This is the brain-detachment phase.
15 - 17ish minutes:
This is the scary part. You are going to hear VERY loud and disturbing sounds. It's different for everybody, but for me it's like 4 people obnoxiously banging pans against each other about an inch from each ear. However this will not hurt. What is happening here is your ear drums are somewhat rupturing themselves. This is to keep your body from being awakened by every little sound during sleep. For me, this lasts roughly 60 seconds. But it may be more or less for you. It is important to remain calm, and know that what is happening is completely normal.
20 - 30 minutes:
Once the sound has passed, and you have continued to remain still, if you're not already dreaming by now, simply open your eyes/remove whatever you have covering them, and get up, and walk outside your front door. Welcome to your dream world. =]
3. As for actually keeping yourself in your dream world, it is all about remaining calm. Know that YOU are the center of the universe. If you wish to fly, don't try to simply jump and fly, your body doesn't know what that feels like. Let the world move under and around you, since you are in fact the one spawning it. Jump and let things happen. If you feel yourself slipping, simply spin around about 4 or 5 times. If you'd like to change the scene, go to the nearest door and open it. See what your brain has waiting for you on the other side, it's always pretty interesting to see what wacky thing's you've whipped up.
Tips:
Do not smoke marijuana within like 8 hours prior to attempting.
If you move even slightly at any point, you will most likely have to start over.
Do not get frustrated, the more relaxed you are, the easier it will be.
I can not stress enough how important it is to remain calm. It is the most crucial part of the WILD method. Do not under any circumstances tense up. Let your body naturally run its course, and pretend that you're actually asleep. Since that's what it thinks.
