The first time I took note of being able to dream lucidly was when I was child and some still argued whether you dream in color or not. I was reasonably certain that I did, but soon after that had a dream that involved discovering that a black and white television set had a little switch on it which if you turned it would render color images.
I remember waking up thrilled. I had proven my point. If someone else only dreamed in black and white it certainly didn't apply to me.
There is form of Yoga that deals specifically with lucid dreaming. Teo has a copy of the W.Y.Evans Wentz transaltion of Yoga and Secret doctrines. That is one of them. Sleep is a third of our lives. The Tibetans make the suggestion that lucid dreaming is best when we sleep without too much disturbing our peace of mind. It is much harder to dream lucidly during legal battles and such.
As important as dreaming lucidly while we sleep according to the Tibetans is to be able to sustain that sense of insight into the next day. Is the waking state not something of a dream state too? That is certainly part of the point of learning to dream lucidly: to be awake lucidly too!