Hehe, interesting question. In my first lucid I was like: OMGTHISISAWESOME and without any further ado I rushed out of the window by hacking it into two with a hand-palm-ninja-chop.
Then I launched myself into the air and flew naturally. Then later as I got a bit clearer in my head I thought "heh, this stuff is easy." That realization greatly helped me fly in my dreams,
since it eliminated my uncertainty. Now I can just fly freely on command.