When I’m trying to go to sleep, what do I think about to trigger a lucid dream?
According to the popular MILD method, you should try to imagine yourself in a previous dream, if you can remember one. Examine everything that happened in that dream, and look for signs that you might be able to use next time to trigger lucidity. While doing this, tell yourself that you’re going to realize that you’re dreaming next time you see this particular dreamsign. Obviously there’s a lot more too it, so make sure you read everything you can find on this, and other LD techniques.
If you like, you can also try the WILD method. This requires that you get a few hours sleep before actually performing the practise, so feel free to do this, MILD, and anything else you like in a single night. Rather than outlining the actual technique yet again, check out the “How” section of this website, or do some searching using google for things like “Lucid Dreaming WILD”, ect.
Good luck! 
Ok, thanks. But I can never go to sleep, then when I finnaly go to sleep, I forget about lucid dreaming and it doesn’t happen. Have any tips for that? Also, what does it feel like when you know that your entering a lucid dream?
I also occasionally have trouble getting to sleep. Perhaps you could try listening to a relaxation or self-sypnosis CD - they help for a lot of people. Otherwise there isn’t really a lot I can tell you except just try to relax. The longer you lay there without moving at all, the quicker you’re going to get to sleep.
Incidentally, I had some success with WILD last night. I’ll write it up in a few minutes.