I would like to share an entry from a journal I was keeping a few months ago when I was trying to astral project. I believe that astral projection and lucid dreaming is the exact same thing and currently I prefer the term lucid dreaming. Here is my journal entry:
"SATURDAY OCTOBER 25 2003 AROUND 11 IN THE MORNING
My first ASTRAL PROJECTION!!! I projected through a lucid dream. I "caught" myself projecting out of my body in the living room of my apartment in Dallas. I "felt" that my body was somewhere in the room but I avoided to look at it. The actual time of the projection was around 11 in the morning but in my projection it was like it was around 6 in the morning. The living room was a bit dark. The moment I realized I was projecting I attempted to fly. I was very light and I could easily fly in the room. I tried to go through the walls but I couldn't. I wanted to go outside, so I opened the door manually. I did it! The door looked like "changing" its usual shape while I was opening it. It was like the door "bending" on top. It was a "distorted" image of "door opening". When I went outside it didn't exactly looked the way it looks usually when I was awake, but it was beautiful. There were a few things that looked like Dallas but many things did not. There was a mix of different styles. All I wanted was to fly and I could do it so easily! It was amazing! I was flying above nice streets but not too high. Not many people were outside yet because it was supposed to be early in the morning. The kind of light before sun rises. However, while jumping from street to street, up and down, I started seeing many people doing things outside like it was late in the day. NO SENSE OF TIME AS WE KNOW IT EXISTS IN THE ASTRAL. Now I know that we can jump from one "timeframe" to another like that. Back to my flying, I was mostly flying over small cafes with many people sitting outside laughing and talking. I could feel that I was invisible to them because I was flying over their tables or "bothering" them a bit, but they were wondering what was that. They thought it was just the wind! At moments I remembered that I didn't have enough "power" to fly, so I was just walking or running excited in the streets. I was still feeling very light and soon I could easily fly again. What made the whole experience unique was that I was feeling like the awaking "me" but being in the astral plane. I knew what I was doing. I could decide where to go next. It was totally different than an ordinary dream. At times it felt like I was tuned to some sort of "frequency", and actually that was the whole idea I had. It felt sometimes that I was about to lose the "signal". When I was trying to look at my astral body while flying or walking I could see a fading, trembling image of my hands, not as clear as everything around me. Somehow the projection ended when I think I was walking into some kind of store. I saw somewhere there a digital clock. According to the clock it was 6 in the morning again. Someone approached me to help me in the store and then I felt that I lost the "signal". The overall experience was amazing and refreshing. No fear, just freedom and vivid feelings. Looking forward to my next projection!"

That was my most lucid experience a few months ago. Since then I had smaller ones where I was losing my lucidity fast. This is what I am trying to improve now. I see lucid dreaming as the best way of creating a virtual reality and practicing things we do when we are awake.