Staying lucid is mostly presence of mind. If you lose focus of where you are and what you're doing it's easy for your mind to just fall back into the dream.
>add/remove/change things and people
Mostly there's just a knack to it. You'll pick it up. It's like learning to control your throat muscles or something. The subconscious stuff to handle it is already there and working you just need to tap into it. Just practice and be patient. It can feel like you're getting nowhere but eventually it will click.
>appear in any location you want
Teleportation in dreams is actually incredibly common and most of the travel required for dreams to make sense is just glossed over, however it can cause some problems due to the fact that we're not at all used to the idea of teleporting. You can get round this by just using incredibly fast and convenient transport but I think as you spend more time lucid stuff like teleporting just starts to seem more plausible to you.
There's a lot of little tricks like this that can help in one way or another and I do recommend using them, but it's important to remember that they're just magic feathers. Your subconscious doesn't really need imaginary super cars or whatever in order to understand what you want. With that in mind coming up with your own techniques is a good idea. Your subconscious will have an easier time working with them because in a way it had a hand in making them.
>wake up only when you want to
A lot of people wake up right after becoming lucid. It's something that fades as becoming lucid becomes more commonplace for you. The root problem is becoming disconnected with the dream. The person notices they're lucid and starts thinking about that instead of the dream itself. If you notice you're waking up you need to ground yourself back in the dream. Say something to the people around you or do something or otherwise focus back on it.>>1805>it was pretty frustrating.
If you find yourself getting frustrated you must always stop and calm yourself (easier said than done in dreams, it's easy to wander off). Your success or failure is decided entirely by your subconscious and when you're frustrated at not being able to do something it will start to expect you to fail. Just relax and let your frustrations go.