What are Lucid Dreams?
A Lucid Dream is when you realize you are dreaming and take control of the dream.
How is this different than just laying around imagining stuff?
While in a lucid dream your body is asleep, not just relaxed. In addition to this a lucid dream feels real. If you imagine someone punching you it doesn't really hurt. In a lucid dream it feels completely real. And because it's entirely in your mind you are 100% in control of it.
How do I start lucid dreaming?
While it takes time, the easiest way is to just start trying very hard to record every dream in a journal. Doing this will tell your mind to pay more attention to your dreams so you can more easily remember and then record them. Eventually you will pay so much attention to your dreams that you realize that you're paying attention!