I didn't do any specific training nor did I plan to lucid dream, it just happened at a point in my life when I meditated a lot. The realisation, ie. that you are asleep and dreaming but aware, is rather special and you can choose to do whatever you like with it. I had some pretty wild experiences "sitting down and meditating" in my lucid dream :) Sadly these days I don't meditate much and I did not have lucid dreams for a while.