The next step could be walking around while you're conscious. That's called Out of Body or Astral Traveling; it's when you're lucid but the dreamworld closely resembles the real one and behaves on a more realistic level. Here's an experiment if you get to that point: in your normal waking life take out a random card from a deck of cards without looking at it and place it somewhere out of reach. The next time you walk around your house while you're dreaming or Astral Projecting, find the card and see if you can tell what it is. Then when you wake up see if you can verify the card. It has worked for people before. I'm currently trying this, and the more I remind myself the more I lucid dream as well. Good luck!