Honestly, I would say no, you don't have to constantly ask yourself questions. The only time I see it fit to do so is when those weird events occur. Now the term "weird" is different for everybody, so really it all depends on what is weird to you man.
As for watching out for the weird stuff, make sure you do it passively, meaning it doesn't always have to be your top priority, but whenever something unusual does happen, make sure you notice it and take action. You dont want to be self aware only in zombie mode, though that is good training for when you get really tired and such, but you should be self aware all throughout the day. This may sound hard, but it is in no way compared to the hard effort that those who practice ADA put in.
Some questions that I ask myself throughout the day are, "What am I doing right now?" or "Is everything making sense at the moment?" and even "What is going on right now?". The questions you ask yourself should be personalized to fit you to what you feel you need. The best questions are those that can really revive your awareness should you find yourself slipping in it from time to time. Of course after some practice though, that won't happen anymore.
Self Awareness shouldn't be at the top of your mind everyday, but I would say that it should be in the back of your mind frequently. Again though, this varies for everyone. As rainman said, try to keep your full attention on everything you do, and like i said earlier this may seem hard, but it really isnt. It actually becomes quite effortless when you come to realize the fact that it is all going to the betterment of your lucid dreaming skills. I even found it enjoyable at one point because I knew that soon it would pay off and I would get lucid dreams every night. The only time you really need to "test" whether or not you are dreaming, is when the unusual stuff happens. Self Awareness will kick in on its own and immediately make you lucid when it starts tom leak into your dreams. The reality checks just work kind of as a net for when you accidentally dismiss something weird.
If you like meditating then I would go with what rainmain said, however if you don't find that approach suitable for you, then just stay focused on your goal to Lucid Dream everyday. That is what I did alone, and with determination and perseverance, I made it to getting at least an LD a night, and also being self aware in at least half of my REM dreams every night. Just giving it your best shot really does do the trick, and make sure you never get lazy, but also that you don't over do it.
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