I had a lucid dream but I was trapped in this white room with no ways of exit. I knew I was dreaming, and tried to get out of the room, but I couldn’t. After that I woke up inside my dream no longer lucid. Is there anything I could have done to get out of that room?
Easy, create a door. That or transport. Or course your control all depends on the lucidity level and how much you doubt your powers. Personally I have trouble creating things out of thin dream air, but I’m able to transport easily. Your FA would have been another chance to get lucid if you got into the habit of RCing when you woke up.
Btw, welcome to the forum! 
Go ahead an introduce yourself at ‘The Big “Hi, I’m new here!”’ topic in the Gathering. Good luck with your lucids. 
That sounds really cool. Yeah, making a door is probably your best bet. To confirm where the door leads to, put a label on the door that says “my house” or something like that and you will wind up at home. 
Briefly visualize a scenery where you’d like to be, then spin around your axis while keeping the scenery in mind. With a bit of luck you’ll end up right there.
A way to create a door might be to draw its rectangular shape in thin air with your two forefingers. Imagine that your fingers have the power to materialize the door, and feel how the door comes into existence as you’re drawing it. Should work with a little practice 
you could try walking through the walls
Hi gunpowderedplato!
This happened to me once. This “white room” is not really a white room, it’s much more like a temporary absence of dreams. So, you can expect them to come soon. The best would be to act just like when you are loosing the visuals, that is rubbing your hands. If you don’t, lack of sensations will make you lose your lucidity when the dream will come back. By the way, it seems it’s what happened to you.
You culd try too look at a new wall hwo wasent there or someting I don’t know if this works but It is wirt a try 
That is a realy good idea I were going too sugest that my self 
I’d slam into the wall. 