I don’t no about lucid dream but I know that in ND it’s possible. I have done that few times ago when I had beautiful dreams and I wanted to go inside again, and it worked !
Just when you are falling asleep just review the dream in every detail and just feel the dream.
Well I guess it’s possible, didn’t do it myself but our member Writerscube do that all the time, he even built a few worlds in a dream that he visits all the time…
it’s like having a whole persistent world for himself, I read about a person who has many persistent world in the forum …
It is possible. If you have sufficient dream control and lucidity, it wouldn’t take much effort to remember your last LD and “resume” it from where it ended.
I have a dreamscape named Aura. When I go there in LDs, it continues, but as if time had passed while I was away. I’m sure if you wanted to though, you could continue it from where you left off. 
I suggest you to search for the term “Chaining” which is related to reenter a dream after waking up. It’s much easier when you just wake up than incubating much later.
That’s funny, I’ve just answered a topic of yours that you say you couldn’t get LDs. But you already know how to incubate dreams.
For me, incubating LDs is much easier than incubating NDs, I have tried very hard to incubate NDs but they usually turn lucid or I fail completely.
Soooo what does “incubating” a dream mean? Just going over it and recalling all the details and stuff that went on in the dream?
This sounds extremely interesting. If you returned to the dream often, you could have your own personal world.
Incubating a dream is basicly making yourself dream about something specific, not necessarily lucid. Like, say you wish to go to Mars and then you dream about going to Mars.
It’s easier to continue a dream right after you wake up from it, since the details are still fresh in your mind.
Of course there is a small danger involved in returning to a static dreamworld every night. You may get reality confusion. What i mean is that things can seem very real in dreams. if you have an entirely separate life in the dream world, Your waking life priorities can be affected. Its still pretty cool though.
I somehow doubt that because to be honest if dream world could overtake our waking life then everybody would remember their dream much better, but once when waking life worries and duties kick in through the day, we forget about dreams very easily.
There could be cases where someone is having psychological problems and then such things are possible, but completely healthy person I don’t believe it could have such “problems”…
That happened to me once. In the morning when I just woke up, I tried to think of a dream I wanted to have. And then, it slowly became a dream, but I also lost the control… But does that count as incubating a dream? 
I think it does. You don’t have to be lucid to have incubated. It happens to me all the time, especially if I’m daydreaming.
I had two Lucid Dreams who followed each other’s story… First one ended with conversation and next one started with the conversation with the same person… Im not sure what I did to make it happen, it just happened, so I guess it’s possible
I’m already getting a bit of reality confusion. It happens when I’m recalling my dreams, I remember things from yesterday as dreams sometimes.
If you want to take up where you left off right away…try putting your head in the same position so the blood flow is the same (leftside, right side, back) and then relax and recall what you can. Just the opposite, if you DON’T want to go back into the same dream, shift your body and head position before going back to sleep.
I am pretty sure it is possible. Just like right after you become aware and you are lucid, just remember as much as you can from the dream you want to continue. Start getting the characters and story and setting, and just continue from where you left off! I really want to know what happens, so stay in touch!
I’ve had a few dreams that continued where another had left off, albeit unintentionally.
I think you can chain multiple dreams together on the same night by using the DEILD technique.