There are a lot of guides online. I particularly like the information presented in the lucid dreaming subreddit wiki [0] which has a lot of guides as well as a FAQ and other threads. I'd go through all of that information in order to learn.

As a quick start however:

1. Keep a dream journal and write down dreams as soon as you wake up, as much as you remember. You will get better at this over time.

2. Perform reality checks. Count your fingers or blow air out your nose periodically.

However, there is a much more powerful concept called All Day Awareness. It is the notion that reality has a surprising amount of detail but we are just not aware of it during the day to day. So, just stay where you are and observe the environment. Look at things, hold them up close to your eyes. For example, take a leaf or piece of paper or your hand and see all the individual details. Fully be aware. This helps you understand when you're in a dream and so you'll be lucid.

3. Each night, say you'll lucid dream. It will work with enough practice such that you do lucid dream. It's not guaranteed however. This technique is called MILD, or mnemonic induced lucid dream. There are others.

Note: using substances like alcohol and marijuana especially will kill your lucid dreaming attempts as they inhibit REM sleep, especially weed.

[0] www.reddit.com/r/LucidDreaming/wiki/index

Every time you do something that you do frequently during the day -- for example, pick up your phone to use it -- stop for a few seconds and mentally ask yourself, "Is this real?"

Once you're in the habit of doing that, you'll start doing it in dreams, too. And in dreams, you're very likely to realize things aren't real, and that you are, indeed, dreaming.

That's the technique that works best for me.

This is gonna mesh well with my background paranoia every time I type my password into a computer that I'm actually in a simulation with some unknown entity trying to exfiltrate my credentials. :P