One way to start is to keep a dream journal by your bed. Remembering past dreams is the first step towards controlling them. I like to try and remember all the little details(How long was the grass in the yard, was there a breeze, what color were the walls etc). It takes time and practice. And you don't have to write everything to start with, you can start with just big details that stand out to you. It shouldn't even take you a minute.
look up jody whitely on youtube. she made me a perfect lucid dreamer. heres the link: http://www.youtube.com/watch?v=HtdCKNCcTlg watch the video when you are about to go to bed. but dont be too sleepy ! its 40 min long