In my dream last night, I noticed that I was dreaming, though it was as if I was a character in my own dream, who knows he’s dreaming, but he didn’t know what to do. I kept thinking, “oh crap, crap, what do i do?!” i could feel the dream fading, so i started spinning around as fast as I could, but then i woke up. It was strange, i went lucid, but I didn’t know what to do. I didn’t want to move in case i was not lucid, or in case i would loose it. It was so strange.
Confused? 
When you gain more experience, lucidity will be more clear and confusion about your state will vanish. Just keep practicing 
Also, if you really don’t know what to do in case you knów you’re dreaming, write down a wishlist with experiments you want to do. Start on a small scale and as you get more LDs, gradually increase the level of difficulty of the experiments.
Good luck