I trained myself to lucid dream a couple of years back... There are many ways to make your subconscious realize that you are dreaming. Mine was light switches... Dreams hardly ever have light switches, or at least not normal ones... either the light stays on or off, or just magically turns on. I trained myself to always look at the light switch as soon as I walked into a room, so I started doing the same thing in my dreams, and when I couldn't find them I knew I was dreaming... Lucid dreaming can be fun or scary depending on the situation you are in, but if you remember that you can do anything, it is fun (ever try flying over the city of Rome? It is sweet...). But, like TimeDeatH, when I lucid dream it appears to happen in real time... Because of this, I would often times wake up exhausted from my overnight adventures, and this is why I finally stopped trying to lucid dream... I still get them every once in a while, but not often.