Keep a dream journal. Helps improve your dream recall skills, which are necessary to do well. You should be remembering four or five a night.
Do reality checks whilst you're awake. If you don't know what a reality check is, google it. The point is that you should make it a habit to check whether you're awake or not, even when you "know" you're awake. The ultimate outcome of this is that you start doing it in dreams, and then you'll realise and become lucid.
If that doesn't work, go to sleep for around six hours (hours vary from person to person, you need to aim to wake up right before your last and biggest REM sleep cycle) then get up and have a shower (again, the times vary from person to person. The sweet spot for staying awake seems to be about 45 mintues). Then go back to bed, close your eyes and count to 500. Maintain regular breathing if you can. When you enter sleep paralysis (you should know because your body tingles and vibrates) you should start to see patterns on the back of your eyelids. This won't happen right away. When you first see them, don't be frightened, as scaring yourself awake is how most people fail. Just leave them, don't interact with them but don't ignore them completely. The dream should start to form. This is when you switch your focus from external stimuli to internal stimuli. You can then "step into" the dream. It's a little more complex than that, but those are the basics.