There’s two types, MILD & WILD. Mild is when it just happens.
Wild is when you induce it. Here’s how you do it (it’s quite hard):
1. Lay down and get cozy. This is important. Rid your brain of thought. The point is to trick your brain into thinking you are asleep.
2. After a while of not moving, not thinking, blinking, etc your body will make you move by making you want to turn over, make you itch, etc, this happens every night anyway so that your brain can make sure you are asleep before dreaming.
3. When you feel like you are falling, start hearing things, and etc, you are entering the dream world. Do not panic, or you will wake up and ruin it. Let yourself fall in.
Warning, lucid dreaming CAN be dangerous for your waking life, so be careful. Make reality checks. And most of all, make sure that you don’t hurt yourself. Do it sparingly! :)