Lucid dreaming is when you know you are dreaming inside a dream. I am sure many of you have had that experience before. There are ways to increase your chances of having a Lucid dream. Wikipedia has a good list of induction methods for lucid dreaming including these:

• Fall asleep while focused on your intention to remember that you’re dreaming.
• Let yourself genuinely believe that you’ll become lucid—without intending to become lucid—so that you really will.
• Keep your consciousness while falling asleep and go straight into a dream.
• Wake after some sleep and then return to bed.
• By repetitive visualisation, incubate a dream in which you do a reality check.

I’ve personally have been successful by watching my hand and telling myself, “Am I dreaming?”, to associate my hand with that sentence.  Since hand is used often, I can remind myself once I start dreaming.