That's one of the more trickier parts. It happens, but you can tell from the clarity of the scene. Usually all your senses become very sharp when you are in full control. You can also make another reality check, or do something really weird that you make up on the spot, something that is not in the vein of the dream's theme at all.
Example: Bad dream, you are being chased by bad guys. Of cours you make certain descisions all the time, like where to run, or where to hide. And you could start thinking you are controlling it, but that thought might be only dreamt, not really your own. So, you could try something really silly for example to turn around and throw a cake at them. If you are really lucid now, you will do that, and it has the pleasant effect of ending the bad dream too!
Example: Bad dream, you are being chased by bad guys. Of cours you make certain descisions all the time, like where to run, or where to hide. And you could start thinking you are controlling it, but that thought might be only dreamt, not really your own. So, you could try something really silly for example to turn around and throw a cake at them. If you are really lucid now, you will do that, and it has the pleasant effect of ending the bad dream too!