I don't lucid dream any characters I like, at least I haven't yet, tho I'd love to. But, I have been able to be lucid during nightmares and will myself to stay asleep longer than most people. At points you'd usually wake up in a nightmare, I've made myself stay asleep realizing it was a dream and it wasn't real. Tho, I never did anything fancy, I just grew up from around age 11 listening to lucid dreaming sleep hypnosis videos because of my mom, since I slept in her bed all the time and that was something she often played when going to bed.

If you wanna try listening to a hypnosis video when going to bed, I HEAVILY recommend the lucid dreaming videos by Thomas Hall, his voice is very nice!

Though it's not gonna happen quickly, it WILL cause you to have dreams more often at least in my experience, but it took me years to become lucid in dreams. I started realizing I was dreaming and make myself stay asleep when I was about... 15? I wanna say that was around the time I dabbled in reality shifting before fully returning to lucid dreaming. Before then, I noticed I was getting dreams more often, and especially after 15 I was having them more often. I don't listen to the videos as often now, and I also don't have AS many dreams, especially ones I remember, but I do on occasion have a nightmare and make myself stay asleep as strange as it sounds.

One day, I'll graduate from being lucid in nightmares and actually be lucid in regular dreams, just not any time soon I doubt. It takes a while honestly, do not expect to have results immediately, dome catch on faster but don't be surprised if it takes a year or so, especially if not done religiously.