Yes. You start by having a dream journal. Before going to sleep, tell yourself with focus and mental expectation you will have dreams that you remember. Prep your mind. Each time you wake up, try to remember anything you might have dreamed jotting it down. This will increase awareness and number of dreams you have. Many also find taking naps during the day increases number of dreams. Most of mine came with them. You're also wanting to maximize REM sleep at least per previous research. That's where you get more dreaming
and dream recall. There were devices built that supposedly detected when you were in REM vs NREM that could wake you up in REM. You could then journal stuff. I worried it might condition the brain to interrupt dreams, though. Never tried them.
So, now you're dreaming a lot. You now have to wake up in the dream. Techniques to do that are called "reality checks" since they tell you what's real and isn't. You do them all throughout the day of waking life to make a habit out of them. The habit kicks in during the dream either on autopilot (script) or when you remember to do it. You spot a discrepency between what's expected from reality and what you're seeing. You're therefore dreaming. You will probably wake up immediately with a mental rush. Lucid dreaming websites or books will give you techniques for "anchoring" from there like spinning around that hold the dream together. You can also do it with mental focus. You can also prime your subconscious to do it for you for a while but we're in tricky territory there with a lot to debate. Here's some reality checks I use to get your started:
First, ask yourself if you're awake. When you're awake, you know you're awake. If you're not sure, assume you're dreaming unless you prove otherwise. There's apparently some sense we have for that.
Second, there's often something to write with in dreams from a pen to your fingers on a surface. Write something down. Look at it to take in the words themselves plus their visual details. Hold it in your head while looking at other stuff in the room in similar detail. Then, look back at original writing to see if it changes. For some reason, the words will be different or start doing weird things like moving. You can do this with configuration of objects you find in room around you, too, but I find semi-cursive handwriting to be best. I speculate the difficulty is that the simulator has trouble telling what you're focusing on. That they're different components of the brain is already predicted by research on intuition vs reason.
Third, reflective surfaces like mirrors. They'll often have no reflection or reflect something unexpected. I'm probably the only person my friends meet who doesn't care about appearance much but always looks at mirrors. Get interesting reactions when I tell them I was just making sure the world was real instead of a dream. "No, I'm not worried or confused: just a good habit of mine." Another interesting reaction as that doesn't make it better haha. I take it as an opportunity to tell them about lucid dreaming or start a "how do you know what's real?" philosophy discussion. Or ensure they've seen The Matrix.
These three techniques have woken me in every dream I've ever had where I at least was aware enough to check them. Two of them are instances of a general pattern of simply observing the world in detail with a questioning mind. In my dreams, I similarly observe and question what I'm seeing with the WTF's going through the roof at some point. There's actually a compound effect where more simulation failures happen as I start noticing them. Confusion is how it starts. Then, my barely-functional, scripted mind starts wondering off script noticing things "aren't right." The second I'm partly independent of the dream's control I attempt a reality check out of habit. Then, I either wake up or have lucid control of the dream. My sneaky imagination sometimes counters, though, by switching to a new script to block my awareness. It adapts. The worst adaptation was, after seeing Inception, it incorporating the dream in a dream concept where I had to wake up 10+ times on occasion before I was awake. The dreams became inescapable.
That leads to the last point about practicing lucid dreams that people should know about: we can also get lucid nightmares. They're like all the creativity of your brain channeled in to writing your own personal, horror movie staring you as the perp, victim, or both. All depends on what you've seen/read previously and luck given dreams are semi-random connections between a vast array of thoughts/memories. ;) Most people can just wake yourself up to escape or at least nullify it knowing it's not real. That even feels empowering when you do it as you awaken to take on life's petty challenges after conquering something much worse. Some of us can't escape or make it go away, though. Nobody is sure how to determine that ahead of time either. One subset that was obvious was that any mental condition that brings anything from anxiety to paranoia can cause this since the same brain components are used in dream creation/control far as anyone can tell. My PTSD from head injury, aka "always-on worrying," turned some of lucid dreams from beautiful vacations I was used to into Freddy Krueger shit I couldn't escape from. Started happening a lot. Now, I just wake up the second I can since good ones aren't worth the bad ones to me.
Again, doens't happen to most people either anxious or not. I'm just giving the warning since anyone in that category will wish they knew ahead of time to make an informed decision about taking the risk. Everyone else, get a dream journal, start doing the reality checks, start taking naps, and prepare to have a blast just when you thought your day was "over." Also, you'll be the most experienced person in any conversation about what's real and isn't since you're ability to assess that will have been tested many times. ;)