I think you have to practice. I've read that you can tell/agree with yourself before you go to sleep that when you see a ________ you'll remind yourself that you are dreaming. It's sort of a self-hypnotic suggestion.

Since it's a dream and "yours" you can explore stuff when you wake, write what you'd like to know from the dream or imagine it going a different way, etc. The more you consciously work with dreams, the more your unconscious will help too, know you're "interested".