User AsapSCIENCE has posted a lucid dreaming tutorial yesterday, continuing the science for dummies series. They may be simplistic, but their basic techniques for remembering your dreams sound legit.
You too have 3 to 7 dreams per night, even though you might be thinking you don't dream. In order to perform this exercise, you need to get a journal, and write down anything you can remember about your dreams immediately after waking up.
The goal is to bring your reason and analytical skills in your actual dreams. By doing so, you will realize that you are dreaming at the time, but that will not interfere with the dream.
Attempting to read something, counting your fingers or checking the time while dreaming can help you achieve a lucid state of mind.