I was at first fairly skeptical of it, assuming that "lucid dreamers" were just "dreaming that they knew they were dreaming." However, I experimented and succeeded, even developing my own methods. But I became lazy and had life to take care of, so I never experienced it on a regular basis. The secret is to record your dreams, whether by writing them in a notebook or otherwise. I've heard a lot of ponies claim that "they don't dream," but research shows that everyone dreams, they just don't remember doing so most of the time. (asdreams.org) Record all of your dreams, and during the day, perform "reality checks" to better observe your environment. It's that simple, it just takes painful lengths of time for some ponies.