Last night I was sleeping and I woke up in the middle of the night. When I went back to sleep i started to dream and realized i was dreaming. so i tried to change something and it was really hard for me to do. i couldn’t really change anything that dramatically and was wondering if it is cause I’ve never had a lucid dream before.
Any help is appreciated.
Moved from General Lucidness. 
I don’t think it’s necessarily because you’ve never lucid dreamed before directly. It could be because you are having a little trouble with accepting the idea that there are no limits in a dream. We are so used to the effects of reality, gravity and such, that we might impose these limitations on ourselves in our dreams. The best thing to do is to think about it and really get yourself to accept that dreams are limitless. 
Alternatively you could create excuses in the dream to get around the limitations. If you want to fly, use a jet-pack for instance. 
Most people find it really hard to exercise total control over their dreams right away, it’s very difficult to actually believe anything you want to happen is going to happen. The more you get used to the idea, the more you’ll be able to do in your dreams.
Until then, start with smaller things. Using dragon73’s suggestion, if you want to fly with a jetpack because you can’t get off the ground the normal way, try opening a drawer or a doorway and expecting a jetpack to be there. Sometimes you have to trick your mind into thinking you’re still following the rules of reality.
Don’t worry, you’ll get plenty of chances later to exercise any and all powers you’ve ever wanted to try out. You just have to work on it step by step. 