https://www.amazon.com/Art-Dreaming-Carlos-Castaneda/dp/0060...
The first one is to try to see your hands in the dream.
You can also read about Dream yoga https://www.amazon.com/Dream-Yoga-Illuminating-Through-Dream...
Lucid dreaming itself is a researched subject and there are a lot of material on that but the simplest techniques as keeping a dream journal (writing what you dreamt about each morning) so the mind recognizes that it's important to be aware of dreams and testing if you are dreaming. When you are reading this comment do you think you are dreaming? How do you know? Contrary to usual thinking dream world is quite different from "normal" world. For example you can block you nose and mount in a dream and not suffocate. Or turn on a light, in a dream it won't be as fast as in real world.
Usually sleeping during the day also triggers lucid dreams. One way or another it's a skill one can learn given some time and practice.
[0]: https://www.amazon.com/Exploring-World-Dreaming-Stephen-LaBe...
And I always wonder - if that happens - what should I do ? (provided that all the 'truths' I've learned while dreaming are still true)..
Should I buy Apple stock ? Should I write a search engine ? How would I convince my parents to buy me a new PC ? How should I talk to my teachers, now that I know all there is to know about math and geography and history ? Should I meet the girls that I loved ?
Things get complicated fast if you go on that path, so I hope this life is not a dream from which I'll wake up and have to live it all over again.
In terms of movies also About time incidentally explored some of the same concepts.
Tibetans have techniques called dream yoga so that you can learn to know in your dream that you are dreaming, and they call life a longer dream and the waking from this dream, ultimate liberation.