Step one, write in a dream journal or just try to remember the dream as soon as you wake up. Doing this will improve your dream memory instead of it just fading away.

Step two, have a check to see if you're dreaming as a habit. Holding your nose closed and breathing through it is a nice one since you'll be able to breath anyway in a dream.

Step three, establish cues, like every time you walk through a door or whatever just so you're doing it frequently, the more the better.

Step four, wait until you get a dream where you try breathing through your nose. You'll become lucid instantly and gain control over the dream.

Step five is just exploration of how to maintain the lucid dream state. Generally it's very exciting to have a lucid dream but excitement wakes you up. Spinning around in circles and trying to involve all senses such as touch, smell, taste etc will help you make the dream clearer and more real.

I used to be into this and had a blast flying around, teleporting, conjuring and whatnot.