Yes. I was trying every method I could lay my hands on when I was a teen. Years later, this helped me do it:

- write your dreams daily right after waking up.

- Have a “totem” with you, like a wristband. Every time you see it, ask yourself “Am I dreaming?” It becomes a habit and once you find yourself asking this in the middle of a dream.

- Try flying. It’s an ultimate test that you are actually dreaming and helps you become conscious while dreaming.