I had a pretty similar experience the third time I ever had a lucid dream.

Basically, I suddenly realized I was dreaming. You'd think I'd be a little happy about it or something, but no, nothing. I decided to look at my hands because everyone always makes this fuss over things that happen when you look at them while dreaming -- first time I looked at them they'd fused together at the edges of the palms, second time I looked they were apart, but all of the creases were very, very deep and exaggerated.

Then I just kinda went along with what was happening in the dream, slowly losing what little lucidity I originally had -- I kind of knew I was dreaming, but at the same time I was scared of embarassing myself in front of DCs.

When I woke up I also thought I "dreamed of me dreaming a very low level lucid dream", but now I think it was just a very low level lucid dream.