It takes practice, but it can be done, although nothing works 100%:
- Try thinking about lucid dreams before going to bed.
- In the morning write a description of any dreams you had the previous night, over time this helps you remember more of your dreams in the future.
- Get in to the habit of doing 'reality checks' in real life.
- If you're really determined, you can set an alarm to wake yourself up at certain times according to your circadian rhythm. However you'll have to do some research on that first as I think it's different for everyone, and there is maths involved.