There are lucid dreams that don't feel real at all. It mostly depends on your sleep stage, energy level and perceptual maturity in dreams. You can manipulate your sleep inside the dream, exercise your attention or both.

There is an empty space around the bubbles of the fragile dream construction. You can delve into deeper stages of sleep if you jump through the floor or step into a wall and start to fall in that space. It's important to fall head first.

You may want to increase your presence or perceptual coherence before you do this so you have a better chance at remaining conscious. The best way to do this is to look at your palm very closely. Look for the tiniest details that you can make out.

Unfortunately, this fixates your physical eyes and brings you closer to wakefulness so don't stare for too long. Best to shift your attention around your palm, and move to other objects as well. This will make your dream very stable and detailed. Now jump!