This past Saturday, I had a strange dream. I don't recall the full details of it, but all I know was, I was walking through a building - then I stopped and "realized" that I was dreaming. I proceeded to jump through a window (possibly an attempt to fly), and I fell, falling past the "boundaries of the dream", then back onto my bed.

The thing is, I'm not sure if it was an actual lucid dream, or if it was a dream about being lucid.

I never had a lucid dream before, so this kind of thing boggles me.

I had a few lucid dreams in the past, believe me, if they are nice lucid dreams they are the nicest dreams ever.
Now about your dream now, I'm sure it dosen't mean anythig really. I have gathered over the time that the lucidity of the dreams is determined by the way you fall asleep. The most important thing is to be happy, witch is allmost alwais determined of course by what happened to you during daytime. If you want to dream and can stay happy before falling asleep, just stay relaxed, as relaxed as u can both fizically and psychically and never move. The more relaxed you are before falling asleep the more clear you will dream. But don't try thinking of something because that is harder and it would mean you wheren't perfectly relaxed.
And, the fact that you didn't have any lucid dreams before means you didn't do exercices like this one alot and that u are not happy, but u told me already :( just try this more often its really nice ^^