Disclaimer: this post is about the subconscious, not real life. Do not attempt this in real life.
Lucid dreams can be a great experience since you are in total control of your actions, and not bounded by many physical or scientific constraints. You can fly at supersonic speed, ride elevators out of buildings and into space, among other thrills.
Unfortunately, it’s not so easy to pass through windows or other solid objects in a lucid dream. But it can be done with one simple trick.
For windows, you just have to pretend there’s nothing there. Since windows are usually clear, this is not hard to do.
Then, lean your body against the window, and you should be able to slowly ease your way out of the window. If this doesn’t work, try closing your eyes and repeating the procedure.