Lucid dreams are dreams you have in which you are fully conscious and aware that you are dreaming. You can fly, do anything you wish, and in general, have a mental vacation.
You need to train yourself to know when you are dreaming. The easiest way to do this is to get into the habit, every hour or so, of looking at a book title or a digital clock nearby, making a note of what it says, and then turning away for a second. Look back again—does it say the same thing? If so, you are awake—in a dream, it will say something different, and this is your cue: you’re dreaming!
If you feel yourself starting to wake up, outstretch your arms and start spinning slowly—this will pull you back into sleep and your dream state.