So, yesteday i had adream, in which I did a reality check, my hand were so weird, then i said THIS IS A DREAM! just after that I woke up… why? 
Hard to say, chances are that you simply got too excited.
This is a frequent problem of beginning LD’ers. Were you quite excited? That often causes people to wake up. If you were not, you might have just been shocked into awakening because it was your first time lucid. Keep practicing, and it’ll get better! 
Common practices to retain lucidity:
Rubbing hands together (rubbing sensation keeps you in the dream and increases awareness)
Spinning around your axis (you won’t get dizzy)
Focusing on one object in the dreamscape, such as a wall, moon, flower.
Commanding to increase lucidity, for example, I once shouted in an LD of mine: “Lucid, you’re mine! You won’t get away!”
that happened to me yesterday!! actually i remember that i did RC (the one with the hand) in 3 dreams. in the first, i said to myself “i will do an rc” but i didnt. in the second one i said the same, i did an rc but i didnt relise that i was dreaming. in the third one i did rc and i knew that it was a dream. and then i woke up!