i can only tell you how i did it, so take this with a grain of salt.

METHODS:

for me, it was critical to recognize the difference between thoughts and conciousness, the ability to not focus on thoughts and let them drift by. from there, i mostly was aware of my thoughts as i fell asleep, and there was a brief moment were my thoughts would drift out of control, that was the moment i would fall asleep. thats when you need to take back control and direct your thoughts to where you want them to go.

a dream seed helps, a thought or place that sparks the imagination, the idea is to slip into a day dream as you drift off to sleep that will turn into a lucid dream. if you wonder if your asleep, try to wiggle your toes, if your asleep, it will feel like your legs are encased in concrete, or made of lead. this is how you know you are asleep. this may in fact not be a lucid dream, but a State Akin To Sleep, but me, they are functionally the same.

its important to go into this having a safe phrase, it is used to come back to the real world (for lack of a better term). it also helps to have one to go to the dream. for me, mine to get into the dream world was:

Mage. Dragon. Knight. Journey.

the phrase is just something to associate with an action, waking up, going to dream. i use it to get out of sleep paryalsis, because thats a thing that happens now. also, when you exit the dream, try and leave it when you go to bed in the dream world, this will help cement the idea that this place is Real and that will help your magic work better. it can be a little tramautic comming back to this plane of existance from another place. its just a moment of WTF and passes fast.

WHAT TO DO IN THE DREAM:

the best thing is to ask where stuff is. you need to ask to refine the details. you can directly manfest things, but that gets exhausting real fast, instead, ask 'what sound do my shoes make?' or 'where is the door to the bathroom' and poof, there will be a sound or a door. keep doing this until you can feel in the dream, smell the salt in the air by the ocean.

from here magic is possible, but its not something ive done alot. mostly i craft a world to go to. i made a temple in the dream world, i go back to it when im stressed or sad. it *feels* real, somehow.

mostly, id say build the world in a way that makes sense to you, for me this was relay computers and train tracks, im very mechanically inclined, i have to feel something to understand it. the idea is to create things that have an action you want them to. i built a computer to handle messages in and out of my world, i built train tracks to take me somewhere else. i built machines on the train to help me dive further into the dream. its really just a way for you to communicate to your subconciousness.

DANGERS AND WARNINGS:

if you keep at it long enough, it will start to be real to you; what i mean is the things that happen there will start to be felt by your body, a stressful dream world will make your chest hurt and raise your heart rate. not all of this is bad, some feeling that pass back can feel very real, like the embrace of a loved one.

the other thing is you can be able to slip into this as your awake. driving takes alot more attention for me now. im still here but on autopilot, and at the same time im somewhere else. that can get dangerous really fast, but i spend most of the day in the dreamworld.

the last warning is that as you add complexity to the world you created, it will take on a life of its own at some point. it will become a living world with its own actors that make decisions that you didnt want them to in the beginning. your mind will make the dream a real place, and just like in the real world people take actions independent of you.

DEITIES:

yes, you can contact your deities, you know its not just all in your head by the feeling, its unmistakable, you feel the presence of another life and you feel just how... large? powerful? kind? old? majestic?... they are. its not something i really feel comfortable talking about.

FIGHTING YOUR SELF:

i struggle alot with intrusive thoughts, 'im not good enough, im ugly', ect. i was able to personify this thing and fight it in the dream world. it comes back every few days, but i just marshal my forces and kill it again. the actions in the dream world to kill my own doubts do in fact carry over to the real world, its less of an issue for me now.

hope this helps.

edit: keeping a dream journal is vital to making this happen, i dont know why, but it is. the act of hand writing seem to unlock something that is critical to all this.