-Little introduction-

I have read almost nothing about this subject, it is just my personal experience, does not have any reference.
"Lucid dreams" refers to dreams where you can actually make choices or change things. Also, when you sense things so real you can really taste the food or can smell something as it where next to you.
Making choices and changing things in dreams are (if possible) as difficult as in real life, because consecuences can be really atrocious (if your imagination tends to be messy or easy to jump from a dream to a nightmare). But you can actually be prepared for that kind of sudden bad dream. Some dreams follow rules that are dictated by your physic and sensitive experiences in real life.
For example, my dreams tend to follow 3 rules:
- There's always something chasing me and I have to scape or die.
- I'm looking for something that I must find or die for.
- I have to fight with something that cause pain to a group of beings.
These are 3 kind of dreams I have almost every night. You may analyze your dreams too, it should be helpful. Remembering dreams is a good exercise for your memory and for the connection with your subconsciousness. You may get to know yourself better by this.
It is always imporant to have a "totem" to scape from sudden nightmares that can cause stress, fear and really bad times. The totem could be a real object (you must have an emotional relationship with it, if possible, no bad memories, but personal emotions related to self growth), an image, some words, a sensation (this one I think is the most difficult to use because sensations can be induced when dreaming and you might forget the one or change it), an action, a thought... Actually, anything you feel really attached to or anything you know you'll never forget.
ADVICE: Avoid thinking too mucho about what could your totem be, because the more you think about it, the more your consciousness beats the subconsciousness, which is the one that rule the dreams world.
PERSONAL EXAMPLE: Well, myself was actually the totem, the thought of myself in real life, just to remind me I am only dreaming (in dreams I tend to have different bodies and personalities, but that's another subject). But sometimes a "Thought" totem is not enough, because in dreams we think a lot so that can be really easy to forget for some. So I started using a funny totem, an "Action" totem. When I played with my Nintendo DS or PlayStation and got stressed out I clicked the pause button or the power button so everything went off suddenly. For me is a simple ejecution: click a button and restart. So I use this action when dreams go bad. My imagination is so visual so I can actually see myself pushing the button and in a second everything is safe and I "reboot the system", starting with a new dream.
LITTLE ADVICE: After falling asleep, if you think for 15 minutes long about what you want to dream, you can make it happen.
So, before closing this post, the next post I'll tell you about how to be "conscious" when dreaming without waking up. But first you have to understand everyone have their own process for everything (totems, dream rules, time for falling asleep, and the most important: how deep we sleep).
There are different dreams phases that are different within each one. (You can induce yourself to those phases. Check out "Binaural beats" and frequencies).
The most normal way to remember dreams is while the day runs, just like puzzle pieces. So don't be frustrated, take your time, be relaxed, and remember: It is only a dream, it has no power over you... But you have power over it. And do not forget the best part of lucid dreaming: Enjoying!
Don't be afraid of nightmares, they are the most reliable source about yourself and personal fears.

PS
I hope this was useful for you, please comment anything you'd like to share about personal experiences or if you are not convinced about what something I said.
I must apologize If you don't understand something, english is not my first language.
Thanks for reading!

Don't you know its against international law to meddle in things such as this? You could have your dreamer's License revoked!
(O, sina sona ala sona e ni: sina lipu ike?) (Sina lipu pi lape alasa moli!)