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The nose-plug check is more reliable and physiologically based: pinch your nose so that your nostrils are blocked, shut your mouth and breathe in. If you're dreaming you'll breathe in anyway since your nostrils aren't actually blocked.
Sometimes it can be a dream in which you are mentally awake and have full recollection of going to sleep, mental presence and full control of the dream state, sometimes just a dream about the subject of lucid dreaming that often ends in a digression or false awakening. Sometimes I've had dreams where my thoughts are separate from the dream character I am acting as, like when watching a film. It doesn't occur to me then to affect events in such a case, since I'm kind of a passive observer even though I'm aware I'm witnessing a dream. Lucidity doesn't automatically guarantee full mental awareness, or dream control.