Having a dream of a lucid dream is possible, I have had this happen to me before several times. It is as if the idea of lucidity is being approximated by the dreaming mind, but the mind is still unaware, and ones actions are nothing like what they should be in a actual lucid dream. I have even done WILD methods during a normal dream, which caused me to float and phase into another dream space, over all it was a strange experience, even tho I had it in my mind I was dreaming, it just did not really sink in, the idea became a kind of dream plot in itself.