I learned how to lucid dream from a book that used a lot of Jungian techniques in it, a book which is now out of print unfortunately.
To achieve lucid dreaming, you have to be able to recognize that it's a dream. To do this, look at your hands in the dream. Usually they won't have lines on them, or the lines will look really weird. In fact, your entire hands will look strange to you. Some people ask how they can remember to even look at their hands in their dream, and the answer is that you do it while you're awake to confirm that you're awake. By doing it while you're awake, you will ingrain to do it while you're asleep. Another technique is to try reading something in the dream, if written text is available. Reading in dreams is next to impossible, but can be done while awake, so it's another way you can use to differentiate.
Another method is to look at a
mandala before going to sleep. Mandalas represent infinite chaos with a calm, collected centre. As you look at the mandala, ingrain the idea that no matter where you are (awake
or asleep) and no matter what situation, you will always be the grounded centre of the dream, and in control. If you can remember this in the dream, then no matter what is happening, you will be able to make calm, rational choices without waking up.
Learning to lucid dream without getting all excited and waking up takes practice. For the first while your amazement might engage your body's sympathetic nervous system which excites you into alertness, and wakefulness. With time you'll learn to keep cool so that you can do what you want in the dream without your body being disturbed.
Once you have achieved the lucid state, you can interact with your dream characters and symbols to ask what they want, even the scary ones. I used these techniques to disarm the fears in my nightmares and start engaging with the symbols, and it resolved a lot of unconscious problems that can't really be addressed in wakeful states.