What does it feel like to lucid dream?

I had a lucid dream last night. It was a very awesome interesting dream. But it was also weird because it felt like I was kinda asleep but kinda awake, and I felt my eyes tingling/moving under my eyelids. Is that supposed to happen? BTW the dream was about me meeting Leonardo DiCaprio and we went for a walk and there was this big wave coming and then the whole ocean froze solid. (There was more though.)