I learned LDing by myself ages ago. I never knew of the phrase 'lucid dream' until I read about it in a newspaper magazine about the human brain and intellegence. Of course I knew it was real, having experienced it already
If I had never had a lucid dream and just read about it today I'd think (dunno though) I'd find it believable. I'm sceptical about things like astral projection or mind reading, but lucid dreaming seems to me just as conceivable as the idea that people dream about yellow cars (and I've never dreamed about yellow cars).