I think belief isn’t really enough here. Maybe you think “Yeah, I can totally do this”, but then when it comes to fly, it’s more about what you expect to happen than what you believe you can do.
When you make that jump off the building, do you look down? Well, I think you would probably have done it automatically, but next time, even when you start to fall, just look up. I doubt you’d fall if it wasn’t in your head at all.
Gravity doesn’t exist in dreams. Orientation can change. The mere act of falling is ‘flying’. but the control of your expectation was a little off. I bet you can tweak this just fine, so if you can become lucid, it’s something you can definitely do!
There are also a lot of other ways to fly, which might be worth trying if you think you need to do something else.