The standard instructions to induce lucid dreams, from Stephen LaBerge's books and elsewhere, are centered on keeping a dream journal and developing a habit of doing reality checks that will fail when done in a dream. These have never worked well for me, the reality check habit does not persist in dreams and dream journaling doesn't seem to increase lucid dreams to any perceptible degree. What does work is doing the wake-back-to-bed technique.
WBTB is a standard lucid dream induction technique, and there are various online instructions for doing it. Here's a reasonably detailed version of a protocol that works for me.
The previous day: Wake up early and exercise so you'll fall asleep easier.
20:00: Take 0.5 mg melatonin. Melatonin makes it easier to fall asleep and seems to cause more vivid dreams sometimes.
21:00: Set the intention to wake up in around five hours and go to bed. Maybe do some sitting meditation before bed, it makes falling asleep faster and can increase dream recall. Going to sleep unusually early makes it easier for me to wake up in the middle of the night.
02:00 to 03:00: If the intention-setting worked, you should wake up spontaneously. If you can't wake up with just the intention, set an alarm clock to wake you up here.
Now you need to wake up properly. Read something for an hour or two. Getting your mind alert after the early night's period of deep sleep will make lucidity easier.
Do sitting meditation before getting back to bed, this helps you gauge how sleepy you are. If you start nodding off after half an hour or less, you'll probably fall asleep quickly when you go back to bed. If you remain alert longer than 30 minutes through the meditation, you might not be able to easily fall asleep anymore and can skip going back to bed today, go about the day normally and try again the next night.
05:00: Get back to bed. Set the intention to notice micro-awakenings after you've fallen asleep again. You will use these to remember you wanted to go lucid, and to re-enter the dream. Try to fall asleep normally.
When you notice yourself waking up briefly, set the intent to enter lucid dream right now. You might resume a recognizable dream immediately and be lucid in it. You might also feel like you're still lying in bed, but have actually started to dream. To check for the latter case, do a reality check: Hold your nose closed with your hand and try to breathe through the closed nose. If you can breathe through it, the reality check has failed, and you're dreaming. Get up from the dream bed and see where you've ended up.
You might be able to chain multiple lucid dreams by just repeating the technique whenever the previous lucid dream ends. Just remember to keep doing a reality check whenever you think you've woken up.
Take a day or a few off after doing the technique. WBTB seems to stop working if you try to do it on too many consecutive days.
Further reading
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Personal Experiences in Lucid Dreaming; Alan Worsley; 1988. Describes a similar wake-back-to-bed based induction protocol.
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The Phase; Michael Raduga; 2015. Good instructions for WBTB and WILD style lucid dreaming techniques.
