Well today I had my first lucid dream. Long story short, I awoke after I realized I was lucid because I had no idea what to do. My question is simple. What should I do directly after I become lucid?
Simply enough, think about it before you go to bed 
What would you want to do in a dream? You can think up of anything, imagination is your only limit ^^
Also, in order to keep a dream for longer, you could have a read at Waggoner’s guide.
Good luck for your next LD 
That guide was perfect!
Useful guide indeed. It’s so easy to start staring at stuff in a dream…thinking WOW THAT LOOKS COOL! 
…and then waking up / forgetting you’re dreaming as a result. 