I don't know if I lucid dream, I usually don't carry most of my real memories into the dream so I rarely ever second-guess my surroundings, so all(Except a few) of my dreams fool me into thinking I'm in real life. I can even think and feel touch and sometimes even empathy in my dreams, so it gets very confusing.
In dreams, I have control over myself like I do in real life, which adds to the trickery, and I can do whatever I want and if I think something then it could happen but that doesn't stop dreams from feeling real to me. I'm very easily fooled by my own mind so even in a dream about bricks magically appearing to form a stack, I find some reason to think that it's still real life such as "Those bricks magically appearing must have been a vision".
But...
There was one dream where I figured out that I was dreaming, and in that dream: I was removing a ton of cobwebs with the knowledge from nowhere that the cobwebs will all come back the next day, then I looked at my lizards and noticed many lizards, there's supposed to be only two lizards so I thought "That's not right.". I went to the living room, and while thinking this must be a dream, I pinch myself and it doesn't hurt... "I'm dreaming... I'm dreaming!" I shout out with glee, then start prancing down the hall repeating "I'm dreaming! I'm dreaming! I'm dreaming!", and yelled that back into the living room where I shout "I'm dreaming! I can do whatever I want!" and then I try to fly, but I only manage to levitate a little off of the ground before I woke up.