Just don't get in the habit of immediately dismissing the idea that you are in a dream. I did that once -- asked myself if I was in a dream and thought "of course not!" because I'd gotten in the habit of dismissing the tests -- and was very annoyed when I woke up... Test the idea seriously every time it occurs to you.
I found it kind of a tedious thing to do and eventually fell out of the habit, but it worked well enough for me that I was able to have a few lucid dreams.
Generally it seems that very light sleep, (like when you wake up in the morning but snooze the alarm and go back to sleep) is more conducive to lucid dreaming. Some people set alarms at intervals throughout the night to achieve this but that can be very destructive to sleep health.