I do this sometimes. First started when I was in high school at about 15 years old (43 y/o now).
Not too often really, and definitely not planned, but I can realize when I am in a dream sometimes
I remember trying to jump and just went straight up through a ceiling of sorts, and then I realized I could fly. This was the first time when I lucidly realized I was actually in a dream..
Try making an effort to be more conscious of your dreams each morning when you wake. Did you dream? If so, briefly run through the plot in your mind, or write it down if you're interested etc.
Then you can start building more awareness of the world around you and incorporating reality checks into your life. Things like randomly pinching yourself or looking at your watch to see if the hands or text are distorted - noting to yourself when they are or aren't and noting whether or not you're dreaming.
Once it becomes part of your routine you'll start doing it in your dream and it'll help you to get some degree of lucidity (with practice).
You'll notice dream signs too, things that are Illogical (we scientists call them "binding errors") that uniquely identify your surroundings as a dream landscape, they are usually repeat themes for different individuals. One of mine is stacks of parked cars in the street, so whenever I'm outside I'll make a conscious mental note of whether the cars are parked normally or stacked vertically on top of each other, it's usually the former but whenever it's the latter I know I'm dreaming.
The act or intention of being aware of your dreams and the characteristics of them is a factor too, so saying to yourself "I will have a lucid dream tonight" or "I'm going to notice when I'm dreaming tonight" etc can help feed into your subconscious. Sometimes during the dream itself where your dream ego suddenly thinks about dreaming (because you were thinking of it just before bedtime) and bing, the lightbulb comes on and you're awake in your dream.
It's great fun and I find lucid dreaming has some great uses in a therapy setting as well.