It seems like almost everyone went through a "lucid dreams" phase, especially in their teens.
There's lot of content about it, and lot of technics are even commonly known: Write down your dreams, do reality testing regularly during the day, interrupt your sleep... But in the end, very few people actually manage to do it, and often feel discouraged and give up.
I have good news for you, and it's not just about lucid dreams.
It turns out that since I was a child I naturally did lucid dreams; sometime almost every night. It even took me some time to realize that it wasn't the case for most people : I was often confused by the trope of someone waking up in shock, relieve when they realize that it was just a dream. For me those situation were the exception, not the norm.
But I don't do them often now, and I don't regret them. Because it turns out, lucid dreams aren't that great actually. In fact, they are not worth your time.
First of, we need to consider why people are so attracted to this practice in the first place.
A common theme is the ability to have a world that you fully control, when you can do anything without worrying about anything. Other link lucid dreams to astral projection, and want to explore the universe or what's beyond. Other want to explore inward, confront fear or trauma that they can't identify precisely, but are present in their dream; in the form of a person or a monster for example.
Those are for sure interesting goals, but lucid dream has also a bunch of side effect that aren't talked about much.
Your mind don't rest. I don't actually know the brain processes involved in lucid dreaming, but one thing is sure is that being conscious during your sleep drains a lot of mental energy. Your body still rest, but your buzzing mind will not feel much better even after a full night; and that can affect your day life significantly. The real life. So you should carefully consider it before deciding lucid dreams are cool.
And I'm not even talking about the technics that involve interrupting your sleep to go back to it in a conscious state. That's a concrete way lucid dreams can affect your sleep schedule, with all the health implication that come with it.
More personally, It actually take the fun away from dreams! Wait, how can lucid dreams not be fun? Sure, you can fly, teleport anywhere with a bit of concentration, that can be cool for a time. But to me gaining consciousness in the middle of a dream felt like standing up in a theatre, in the middle of the film, and shouting to everyone around that it's all a movie anyway. I feel smart, a wave of awkwardness ensues, and I have to stand up until the movie end or security carries me out (I wake up). That's been my experience most of the time.
A lot of the interesting things in a dreams, for me at least, are the things that surprise you, that emerge from your weird subconscious, that you actually don't control.
Is lucid dream a form of dissociation, or rather, derealization? I think that's an interesting lens to look at it. But I don't have any answers, and will not explore this further.
But why talk about all of this? Why don't just let people have fun trying to master a mysterious part of their mind?
What drove me to write this is the conclusion I came about when I started questioning the value of lucid dreams: It doesn't actually improve anything in your life. Sure you'll have nice stories to tell of you flying over your house, but it's a experience extremely self contained; you'll not really learn to deal with your problem in the real world. Confronting your fear or subconscious trauma can actually do that to some extent, there is a point; but you have to ask yourself if another method could be more effective to achieve the same result : meditation, journaling or simply therapy, in all their various forms.
Realizing that something has to improve your experience in the real world really changed a lot of things in my life, notably about other esoteric or paranormal practices; by that I mean practices and experiences that aren't, and sometime will never be, explained by science. I have experimented with some throughout my short beginning of life, and I've met with people who went way beyond what I experimented with.
One common thread I realized, is that these kind of practice often bring more problems than they solve. Often, they come with big responsibly. It's hard to explain this without going into the specific, but it progressively take a bigger part into someone's life; even if you don't believe in the practice in question, that's something that you can clearly see in other peoples.
I don't know if most of those things have an explanation, or if they are even real; in fact, I don't care that much. What I'm interested in is the end result.
What I found out, is that paranormal practices rarely make one's life better. They just add complexity, and most importantly distraction, from what's really going on in their life.
You can argue that some practices are helpful, but I'd actually argue that if that's the case science has probably showed the effect. Meditation, in its very diverse forms, was once considered an esoteric practice, but has since been proved time and time again to improve concentration and happiness. Once something bring result consistently it can be measured and tested.
You don't always choose to live with esoteric practices, like a ghost visiting your house without you calling it, and they can actually help to cope with other things; offering a distraction from the issues in your real life. Most importantly, some people find a community in those practices.
I'm not saying that you should stop dreaming and get back to the real, material world. You should only be aware of the tradeoff, consequence, or alternative of a practice you engage in. Any practice for that matter.
The answers you seek are in the real word, not in other planes of existence.