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I keep hearing things like:
It's not all that hard. Here's a basic exercise that's been working for me for years now. Took me about three weeks before it worked, so expect some buildup time. But if you stick with it, I *guarantee* you will begin lucid dreaming.
First of all, in your everyday activities, start randomly asking yourself the question, "Am I dreaming?" Ask the question, and then focus on your bodily sensations, to see how "real" they are. Then try to do something you could only do in a lucid dream, like change the color of the floor. Obviously, if you are awake, this is not going to work. However, if you do this a few times a day consistently over a few weeks, it becomes a habit that wires itself into your subconscious (it takes roughly 30 days to completely form or destroy habits).
After a while, you will be dreaming some night when the habit is so deeply ingrained that you will ask "Am I dreaming?" while you are dreaming. You might notice that your body feels slightly different when lucid dreaming, and you *will* be able to change the color of the floor, as well as change and guide other aspects of the dream.
When you first become lucid in your dreams, there will be a tendency to wake up: When the mind becomes conscious, it decides that it's time for the body to do the same thing. Just keep trying, and focus on staying asleep the first few times out. After a while you will be able to remain asleep when lucid dreaming.
I don't highly recommend trying to fly when you first begin lucid dreaming. If you take off straight up into the air, it leaves nothing around you in your dreamscape, and it becomes even harder to find something to stay related to to keep you asleep. Get some practice just wandering around your dreamscapes and changing minor things before you start doing the spectacular. Of course, if you want to start flying your first night, go for it, but you may cut your dream short.
I cannot convey the importance of a dream journal in helping with this work. Keep a notebook or, better yet, a tape recorder beside your bed and record your dreams *immediately* upon awakening. You don't need to cover every detail, just the major points. And you'd be amazed at what can slip away in just five minutes if you don't write it down immediately. If you keep a recorder, transcribe the major points to a journal on a regular basis, before the job becomes to huge to tackle.
A dream journal will help you begin to remember more of your dreams, giving you more chances to become lucid. It will also have some other benefits, such as showing you patterns in your own subconscious. Avoid books on dream interpretation like the plague; you are the best judge of what symbols mean to you. And if you don't want to interpret them, then don't. The main goal is to start remembering more of your dreams.
I hope all of this helps. I have had great success with just this one technique alone, but it *does* require that you stick with it long enough for the habit to form (typically 3-4 weeks). Don't expect success overnight: There is no fast food service line for mastery of the occult arts. However, the effort is well worth it.
So to all you people who've been whining: It's not all that hard, just give it some dedication. I'll see you in dreamland.
In Life, Love, and Laughter