Last night, I had this dream. I will write it down here (a simplified version) so you will know what I am talking about:

I am on an oval with my brothers. We were talking about something dream related (I think), when I suddenly jump out and say "Hey, I'm actually dreaming right now". (Or something like that). I then reality check (finger through palm). (I believe that the surroundings have supposedly become clearer).
(From what I can remember,) I find myself battling armed men with my gun (still believing I'm supposedly 'conscious').
I am later (now believing I am not in a dream) Telling my younger brother how I had a lucid dream, and ended up summoning a whole bunch of armed men to fight, and forgot that I was dreaming. (Ironically - at this moment I have forgotten I am dreaming!)

For these reasons, I am sceptical as to whether it was a lucid dream, or a dream of being in a lucid dream:
*If it were a true lucid dream, I would've chosen something better to do than fight some random guys.
*It felt even more cloudy and unmemorable than any of my other lucid dreams.
*I do not remember seeing my finger go through my palm when I tried to reality check, yet I seemed to think of the surroundings as becoming temporarily clearer.
*I didn't really feel conscious.

So what do you think? Have you ever had/known someone who has dreamed of being in a lucid dream, without ever being essentially conscious?
I just don't know what happened.