What is Reality Testing and the Critical Question?
There are three core practices that all would-be lucid dreamers should work on. First and foremost is keeping a dream journal and becoming familiar with your own dreams. Also, it is of paramount importance to rehearse Reality Testing and ask the Critical Question.
Reality Testing is playing with the world in a way that helps you to determine whether or not you are awake or in a dream. If you suspect that you are in a dream, or if you don't really suspect that you are currently in a dream but you decide it would be a good time to rehearse, you can test using one or more of several methods. You can try closing your mouth and pinching your nose - if you can still breathe normally you are probably in a dream. You can try to stick your finger through your palm - if you can do this you are probably in a dream. One of the most used methods is checking for word permanence. Words are not stable in dreams; if you look at some text (on a piece of paper or on a phone or in the distance on a wall or billboard) and look away, then look back, the words will change if you are in a dream. If in a dream and you look away and back twice, the words will definitely change. In a lucid or pre-lucid (where you suspect you're dreaming) dream, the part of your working-memory called the phonologic-loop is capable of holding the original word(s) in your mind. This is like when someone tells you a phone number and you can repeat it over and over for long enough until you write it or type it. But another part of working memory called the visuo-spatial-sketchpad (the part of the mind that allows us to manipulate visual images mentally) cannot retain the original integrity of the words when you look away and look back. Exactly why this is so is up to debate, but the word-(im)permanence method is very useful for Reality Testing.
Other Reality Tests include sticking a finger or more through solid objects (this may be best for more experienced lucid dreamers), jumping off of the ground and seeing if it takes a little too long to land (similarly, you could try to float or fly). Something people also do is just look at their hands. This hand-gazing was described by Carlos Castaneda in his books about Mexican Sorcery. Some people claim that their hands look weird when they do this and it triggers a lucid dream. I have looked at my own hands in lucid dreams and was amazed at how realistic they looked, so I don't know. But people say this can work as a Reality Test. Whatever approach you take, if the results turn out to indicate that you are in fact in a dream, make sure to use a stabilization technique and then have fun!
Related to Reality Testing is asking of the Critical Question (CQ). The CQ is simply: "Am I in a dream?" You can ask this at random times throughout the day, or set an alarm as a reminder, or ask the CQ whenever something dreamy happens. You need to build your intent to ask this question at the right times. This is why it is so important to keep a dream journal and become familiar with your dreams. Read over your dreams and tell yourself that "next time I dream of this event (or person or theme) I will ask myself am I dreaming?!" It is necessary when practicing use of the CQ to honestly believe that the answer could very well be YES, I AM! To know this, you would normally have to conduct a Reality Test. However, I have noticed that sometimes you just know you are in a dream. You don't even have to test. But do get in the practice of asking the Critical Question and performing Reality Tests, especially as a beginner.