Are you used to mental exercise? If not, that may be the equivalent of bench pressing 400 lbs on your first try: not bloody likely.
If so: as you fall asleep, do your best to clear your mind completely. Leave nothing but emptiness, or fog, or blankness, or whatever signifies a calm state of being for your imagination. Gently remind yourself that you're going to fall asleep, soon. This may help you reinforce the knowledge that you're asleep after you've already fallen asleep. Breathe slowly, and do your best to feel in control of your emotions. Relax, and don't try to force it.
Once you're asleep, there are a number of things that you can do to test the waters. If you can muster the control, try to count from one to ten, or read something. Usually, logical things like that come out as nonsense. Touch something solid. If you're in control, tell yourself that it's not real.
Once you start lucid dreaming, you may wind up staying in that empty place you created as you were falling asleep between "scenes". Don't panic. People often have lots of dreams every night, and your brain is just shifting gears. Try to stay calm and relaxed, or control can slip away from you. Once it does, it's hard to get back without waking up.
What helped me when I was just beginning was to keep a dream journal. It seemed like the more I remembered about my dreams, the more I could remember in subsequent dreams. Often, there's a pattern, person, or thing that is common.
All of this is purely personal, and largely anecdotal, but the process sure helped me at first. Now, after damn near 20 years of lucid dreaming, kickstarting mental control after falling asleep is like breathing. Having a normal dream feels odd, like riding in the passenger seat of a car when you're used to driving.