The idea is that in a dream, looking at a watch won't reveal a time; and turning off a light switch won't turn off the light. So you train yourself to do these things habitually with the idea that eventually you will do it in your dream, and have the knowledge that when something funny happens, you will know you are dreaming.
I was also advised to have in mind the things I wanted to do when I became lucid. I wanted to fly. So with that in mind, I got a cheap digital watch and started flickign on and off light switches.
It was a couple weeks later when I had my first lucid dream; I looked at my watch while at some type of fair; and noticed it was weird looking; which gave me this sort of poof aha moment where I realized I was in a dream. Then I remembered I wanted to fly, so I made myself "fly" which this particular time ended up being me going straight up like I was on a very fast space elevator.
I had my second, much nicer only a couple nights later.
Since then I stopped putting any effort into it, but I have been a lucid dreamer pretty often ever since.
Very few of my dreams do I conciously take control, but the vast majority of them I am what I have come to call/think of as 'semi-lucid'. That is, part of the story line of the dream is that I am dreaming, it's essentially built into the plot, but I am still just a passive observer.
The most common exception to this is when I want to wake up from a dream because I have gotten myself into a shotty situation, so I will climb to the top of a building and jump off or do something else drastic to wake myself up.
Recently, I have had more and more double-layer dreams, or inception-esque dreams. Where I wake up from a dream, always semi-lucid, usually by my own will as I described above; only to go about being in another dream still.
Usually when truly wake from these I feel similar to how I do after coming out of a long meditation session. Uber uber focused; like my brain is on super drive and reality is crystal clear.
Anyway, I recommend learning to lucid dream to everyone. Especially with apps as it probably makes it even easier for the right people; but I had plenty of luck like I said by just checking my wrist watch.
The only true benefit other than the 'fun' factor is that I basically never have nightmares; as anything that is scary/bad is always met with a sense of lightness or calm, since my dream character knows he is dreaming.