Well, there's nothing so special, but so far, lucidity was a random event for me, not related with reality checks or dream signs.
The story goes as follows: after stumbling upon this site, thoughts about lucid dreams occupied me for a long time, so I decided to put it into use by performing a reality check (a simple one: taking off my glasses and seeing if the image is blurry) whenever the word "lucid" struck my mind.
So one day, after playing Civilization IV for the first time, I fell asleep, and in the dream, the bottom-right corner of the image was covered by a HUD panel that showed the list of players and their scores, like in the game. I didn't pay much attention to this until the word "LUCID" appeared near my nick. After that, I instantly thought: what the heck is a HUD panel doing in front of my eyes?
However, almost immediately after realizing I was dreaming, I forgot about it. Like a week ago.