By the purest definition (being aware that you are dreaming), I lucid dream nearly every night. I never did anything special to achieve this.

But, it's not as fun as they make it sound. At some point, my mind started resisting me. Sure, I can do anything I want... sometimes. However, most of the time, anything I change goes back to the way is was immediately.

I also used to be able to wake myself up while lucid dreaming. For instance, maybe I would be aware that I am napping, and I need to wake up. So, I would. But, my mind now resists that as well. When I try to wake myself up, sometimes I just wake up into another dream. And, for whatever reason, I am not aware that I am dreaming in the new dream.

None of this upsets me too much, but it is annoying. I think it may be related to some sort of mild, generalized sleeping disorder I have. I experience sleep paralysis and insomnia episodes, but they've never been frequent or upsetting enough for me to seek treatment.