One thing that works very well for having a lucid dream the easy way is simply having awareness, and *really* have awareness. Most people almost always go through their days thinking about where they need to go next, and what they need to do, and so one. They don't spend very much time actually being truly aware of their surroundings.
One easy way to start having lucid dreams is staying in a state of constant awareness, like your day is one long reality check. Though instead of a reality check, start questioning everything around you. Keep your mind quiet, and just be aware of your state of consciousness.
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A lot of natural lucid dreamers do this unconsciously. They simply "know" when they are dreaming because they already know it feels different. This can explain why naturals have trouble explaining exactly how they get lucid. They don't actually get lucid, they are already lucid every moment of the day and night.
In a way we are always dreaming, as our minds are always interpreting what our senses are gathering, then try to make sense of what's around us. Is reality objective, or is reality simply the interpretation we get in the end? We are really unable to examine the objective world completely.