Damn, that sounds terrifying!
I can generally dream lucidly if I'm already dreaming and somehow I realize that I'm dreaming. Most times, it's because something in the dream just doesn't make any sense, and I think to myself "This is nuts, this must be a dream." The earliest I remember this happening was when I was maybe seven or eight years old. A friend and I rode our bikes to the store, which was all the way to the end of the neighborhood, on Grand River Avenue. That was a main street, four lanes wide, and we could not cross it. When we got there, it wasn't four lanes of traffic, but four railroad tracks. Trains! Yay! I like trains. But my friend Mike was ahead of me and he saw it and turned around and said "This must be a dream" and I agreed. It didn't make any sense that the road would suddenly be train tracks. Then I woke up.
The best lucid dreams of course are the ones that continue after you're "in control". Once I figure out that it's a dream, I usually fly rather than walk, because it's more fun. Playing music is fun, too, because you don't make any mistakes and it all sounds exactly like the CD (because I usually literally hear the CD in my head as I'm playing). Fun stuff.