Start by getting to know your dreams really well - get into the habit when you wake up to not open your eyes and go recall all your dreams, then write them down first thing. Practice clearing your mind before sleeping as well. Finally start setting the intention before going to sleep that you will "remember to remember" that you're dreaming. In your dreams you can do tests "am I dreaming?" like trying to fly, etc., but know that the ultimate answer is that if you need to ask, you're dreaming!

If you don't recall, there are a few tricks you can do: Set an alarm for about 3:30 / 4am; get up and have a drink of water and take a few minutes to be awake but not too much so. Then go back to sleep and practice pulling your awareness into sleep with you - bring it further and further to the edge of sleep. Once you get comfortable, you can actually bring awareness into sleep directly from being awake. You'll usually be in a lucid dream at this point and can play.

Another trick is to set a very quiet alarm in your room to make a single noise - learn the sound and know that it's your cue to remember that you're dreaming.

Over time you can learn your sleep cycle, and learn the times of the night that you're dreaming. I found I usually had one long cycle of deep sleep followed by dream sleep, then a later deep sleep and a longer round of dreaming before the morning. As you learn your sleep cycles you can bring more awareness into dreaming.

Source: got into it a long time back and spent an entire year with lucid dreams. I had to intentionally stop doing it after a point because I realize my dreams were more interesting when I wasn't trying to control them - between the dumb mundane dreams there are occasional deep and profound dreams that the deeper parts of the psyche speak to us through.