A lucid dream is being aware of yourself dreaming. This allows you to participate in the dream, and do unordianry things to your own commands. Lucid dreams help to also ease nightmares. Being aware that your just dreaming helps you come over the fact that the nightmares are of no threat. So, overall summary; You're asleep, but are aware that you're sleeping. Normally dreams are uncontrolled by you and sometimes (in the case of nightmares) pose a threat, as you assume this to be happening really. Lucid dreams aware you that you're dreaming, so you could make yourself fly, teleport, etc. Okay? If you are interested in this, there are many ways to cause lucid dreams. Otherwise they'd rarely happen naturely; Note all your dreams for the previous night. Noticing a pattern in your dream allows you to recognise the properties of your dreams. When you sleep nights later, you'll be able to recognise the pattern of the dreams occuring again, allowing you to aware yourself that you are dreaming. If there's any confusion, wall me.
The common one, which people use without noticing; While laying in bed, attempting to get to sleep, imagine what you have previously dreamed about, what you'd like to dream about, what you'll most likely dream about, will effect your chances. Like above, in a dream, when you recognise the same pattern, you may eventually come to notice that you're dreaming.
Another less-commonly used one; Duing the day, repetidly ask yourself "Am I Dreaming?" or something similar. It is also worth trying reality tests, (e.g. Checking the clock works normally, looking at a phrase of text - looking away - and looking back to see if it's the same.) Especially during weird moments, where something seems particularly strange. (your eyesight after an illusion, waking up in the morning with blur vision.) Your body will eventually get used to these reality checks, and you'll begin using them in dreams, hence being able to recognise that you are dreaming. (Lucid Dreams.)
@Todd-E, You've probably experienced a technique of getting a lucid dream without knowing. (something particular on your mind, recognising a pattern in dreams.) Other wise, congratulations on being one of the rare few which had a lucid dream naturally.
Also, simply this discussion we're having now could help you. Your knolodge of lucid dreams will make you look out for them more, hence the bettering of the chances of finding one. TIP: If you are having a lucid dream, stay away from mirrors. In normal dreams a mirror's reflection would show blur or not at all; in a lucid you'll more than likely see what you feel.
Not necissarily special. You'll have more chances of having another lucid dream once experienced one. It could happen to anyone.