Staying conscious while entering dreamworld is called WILD. It’s one of the most popular, yet difficult LDing methods. It’s the only method where you go into your dream from an awake state of mind; letting your body fall asleep and your mind stay conscious. Many beginners fail at it, because you need patience, motivation, the ability to fall asleep well and other things.
There are a lot of other ways to get lucid, like Autosuggestion (what Moonwolf said), which is to tell your subconscious that you realize that you’re dreaming at a certain time in your dream. It is described specificly here: https://community.ld4all.com/t/forming-a-relationship-with-your-subconscious/22585
You can find the other methods in this helpful WikiBook: www.ld4all.com 
Doing reality checks throughout the day is important. For example, I do a quick three-part reality check everyday, asking myself “am I dreaming?”, counting my fingers, looking at my nose with one eye and trying to breathe while I hold my nose tight with my hand. Your goal is obviously do to that in your dream - where you usually totally think it’s reality - and realize that you’re dreaming; get lucid.
It’s very important to recall your dreams very good and to train this, you need to do a dream journal and write your dreams (or fragments) in it. It increases your DR and sure is fun (didn’t do it yet). 
When you started with all this stuff, where you can find help in topics all over the forum, you will notice some difficulties and problems in your attempts or LDs.
Enjoy your stay, 
Robin.