Yes, lucid dreaming is a LOT of fun.
The method which helped me most to achieve it consistently is to make a habit of asking yourself during the waking hours, "Is this a dream?" and then seriously answer why it is not a dream. Like, notice that things are the way they're suppose to be, that there's nothing "strange" about your surroundings, nothing out of the ordinary. Do this as often as possible during the day, so that it becomes a habit.
Once this is habitualized, you will start asking the same question during your dreams ... and then when you go to answer your question, you'll notice very obvious things (which we call "dream signs") that make it very clear to you that you are indeed in a dream. (Obvious things, like, gee ... this person is suppose to be in New York, but I'm here in California ... gee ... this shouldn't be! Oh! I'm dreaming!!) And when you realize it's a dream, you actually become conscious to the fact that you're dreaming ... that is, you become lucid, and you can conscously start controlling your dream.
It's GREAT fun, and I keep a journal of all my lucid-dreaming adventures.
Take your time, too ... at first, when you become lucid, you might wake up quickly, because the realization is so shocking (and the feeling may overwhelm you enough to awaken.) But hang in there ... over time, you'll get used to it and be able to stay longer and longer in the lucid state.
Let us know how it goes, and have fun!
