Yeah, to fully enjoy lucid dreaming, you first have to work on your dream recall. That way, the dream becomes like something that really happened to you. I haven't been able to do that very well, either.
I could order expensive tapes and seminars and training books on how to become a lucid dreamer. I could, but...
Naaaaah. Personally, I think we're all better off not remembering any of our dreams. There's enough drama in the waking world to deal with. Am I right?