When I was learning how to lucid dream, one of the triggers that I used to tell I was in a dream was flipping a light switch on and off. When I saw nothing happened, I knew it was a dream. Another big one I use is looking at any words, numbers or clocks to see if they were legit, or random characters / garbage.
I started to "feel" what a lucid dream was because I would get some nightmares that would eventually wake me up. It felt real and I could remember everything about it (for a few minutes). The big ones always involved me falling from a building, and waking up once I hit the pavement.
Over time, I forced myself to try to mostly stay asleep during these nightmares. I remember falling from stuff, hitting the pavement, waking up, but keeping my eyes closed and trying to keep from waking up. It got to the point where I would "half" wake up, but still be in the nightmares. Then with some practice, I could do that to normal dreams too.
I can't really do it on demand, so it's more if I am having a crazy dream, I can usually snap out of it and fully control everything about it.