Once you actually get lucid, you are going to be faced with another interesting challenge; staying in your dream. It is easy to get so excited once realizing that we have actually achieved lucidity that we wake ourselves up. Other pitfalls include getting so wrapped up in some aspect of the dream that lucidity is lost or having the dream suddenly fade away or go black on us.
Doing anything that keeps your senses focused on the dream is helpful in staying put. You might try rubbing your hands together or studying them. Looking at the ground is helpful to many, as is touching and feeling objects in your dreamscape. The idea is to keep your senses focused on the dream rather than allowing them to return to input from the real world.
Sometimes drastic action is required. If you find your dream rapidly disappearing, you might try spinning as hard as you can. This is not the same as imagining you are spinning—you need to actually spin your dream body as hard and fast as you can. As you are doing this, remind yourself continually that you are dreaming. When you stop, you will likely find yourself in a completely different setting but still dreaming and hopefully still lucid!
If all of it fails and you do find yourself awake, immediately do a reality check. You will often discover (to your amazement) that you are actually having a False Awakening (FA). If that is the case, get up and continue enjoying your lucidity! If not, you will be perfectly set to practice your WILD or MILD techniques. Many report that once they have one lucid dream in a night, getting into others becomes much easier and more likely.
If these short tutorials have been helpful to you, please consider registering here at Mortal Mist and reporting your successes in the "Lucid Dreaming Experiences" forum. You might even consider starting your own Dream Journal (DJ) here where others can enjoy and benefit from your experiences.