it's the same kind of training i did to make myself body check for my keys ect (keeps me from losing them 24/7).
but i usually just think on something and ive somehow managed to just remember that waking thought in my dreams (like a reminder). and the key is once you remember that waking thought... you have to not actually wake up. for me, this is most easily done by not looking at myself in the dream right as im realizing that. i can look at myself in my dreams but if i do this while remembering my "reminder" i seem to wake up.
for daydreaming... i like finding that pinpoint from where you go from just thinking on something to actually being there.. like in your dreams. when i am thinking about something, i kinda picture it like looking through a microscope and meditate to relax my focus and it feels just like changing magnification... then you're daydreaming. i think the very beginning of dreams are prolly about as organized as day dreams... but whereas your average day dream is seconds-minutes... and your average time in REM is longer... dreams get warped way more. and i always have this sensation that there's something previous in my dreams that i can kinda sense but not recall... that point you fall asleep (like being born?)... it's very different from daydreaming... i can recognize that point more easily...
dunno... i just always try to do these things. it doesn always work. im better at succeeding in daydreaming than the dream stuff... though i can do more with just dreaming
just mental excdercise. one thing ive obsessed over since i was young and performing my sleep-time experiments where i would hold my hand above my hand until i fell asleep (and it would fall and wake me up, allowing me to "time" how long it takes me to fall asleep)... and later experiments (ongoing) where i always try to even just assess how much time has passed whilst dreaming... i do not think they are linear...