I get that too sometimes. I wake up in a place and just know immediately that it is not my real room and become lucid. And it's amazing how walls and ceilings can be very solid in a dream no matter how hard you try to walk through them. Other times it is easier. But it's amazing that our imagination can become 'solid' in a dream. And mirrors are always amazing too in lucid dreams.
As for tips and advice, that's what this whole site is dedicated to and I bet others can teach better than I.
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