Waking Up had a book called "Your Guide to lucid dreaming" at the beginning. It tells you one way to achieve lucidity, but in my opinion a bad one.
But first, what exactely IS lucid dreaming?
It's a dream where one knows he's dreaming. Not less, but maybe more. And I can tell you, it's mone of the most amazing things you can do in your life, and definitely the best way to spend the time you're sleeping anyways. There are some things that can be true in lucid dreams. If none of them are true, it's not a lucid dream, then it's a normal dream.
1) You are concious, meaning you can control your actions and "think"
2) You know you're dreaming
3) You know what that means: Your body is in your bed, everything is an illusion, there are no consequeces to what you do and so on
4) All five senses are active (Seeing, Hearing, Feeling, Smelling, Tasting). Most people believe you can't feel things in dreams. Totally not true, I'm speaking from experience.
5) Your dream characters know they are part of your subconscious.
6) You can control your dream. Watch Inception to understand what I mean with "control". Stuff like flipping Paris over. Or simply flying around.
7) I forgot what the last point was... But there was something.

Anyways. People always ask "Why should I even bother learning it", especially once they find out how hard it is (I'm trying to learn it for over 2 months now. While I'm failing pretty hard, I know just about everything you can learn about it from other people).
The answer to that question is: It's awesome. Nuff said. have you ever wished you coudl just fly away for a few minutes, leaving all your trouble behind you? Or do you wnat to walk trough walls? Doing parkour stuff you enevr could do in reallife? Have a challenging fight against the Enderdragon - in real life? It's possible, if you can imagine it - but only while you're dreaming.

If you want I can post some tips about how to learn it, but I suggest you just googling it, there are experts out there that can help you better. My question is: do you have experience with it? What's your "best" lucid dream you've had (and that's not too private to talk about)?

I had exactely one, and that one was a huge fail. When I realized I was dreaming I got overly excited but unlike most people managed to calm down and thus not awake from excitement. But after that my dream was very unstable, and so after walking around a bit it started "fading out" and before I could stop it I had a feeling of lying in my bed. At that point I gave up and woke up.