How does masturbation influence your brain and dreams? What exactly changes in your brain the moment after you've finished masturbating? Could there be any effect neuro-psychologically on dreams or lucid dreaming?
Short answer: We don't really know yet.

Long answer: 

This excellent question exposes an enormous gap in humanity's knowledge about the postpubescent psyche. I dare say that not only post-masturbatory dreaming in general but also post-masturbatory lucid dreaming in particular have been gravely neglected by the interdisciplinary research community for decades.

Even though early psychoanalytic approaches have already made great advances in pushing the boundaries of our knowledge at the nexus of autoerotic behavior patterns, dream content, and dream lucidity (see, e.g., the seminal work of Ellis, 1910; Bernstein, 1962; Meltzer, 1966) via meticulous arm-chair reasoning, self-observation, and clinical case studies, these theoretical advances have not been subjected to sufficient quantitative let alone neuroscientific scrutiny yet.

A comprehensive search for "dreams" &amp; "masturbation" in the PsychInfo database yields a meager number of 8 hits indicating that the topic is under-researched.

One of the most relevant and influential (2 citations according to Google Scholar) empirical paper seems to be by Yu (2012) who asked 52 young male Chinese adults to complete a questionnaire on masturbation, pornography, and dream content. The key results of the study highlight the extent to which masturbatory research has progressed over the years. However, they also open up interesting avenues for future scientific endeavors. Yu's (2012) findings suggest the startling conclusion that


  ...the more often men watch pornography, the more frequently they masturbate to ejaculation...


and, even more relevant for the present purposes...


  ... the less likely they are to experience nocturnal emissions [wet dreams].


Even though this trailblazing research included a wide variety of additional pornographic and dreaming-related variables (whose meaning should not be googled at the workplace), it remains silent on the question of how masturbatory processes affect quantity and quality of dream lucidity.

Making matters more complicated, a similar research project, in which 70 German students were surveyed about sexual activity and dream content (Schredl, Desch, Röming, &amp; Spachmann, 2009) came to different conclusions: 


  The findings indicate that the frequency of erotic dreams is related to the amount of time spent with sexual fantasies in waking life but not to intercourse or masturbation. 


I can only speculate that cultural differences may be involved deserving further empirical attention.

Furthermore, because this research is limited by the fact that it is only based on retrospective, self-report measures, it seems fruitful and of utmost importance to investigate these questions employing a modern neuroscience approach.

References

Bernstein, I. (1962). Dreams and masturbation in an adolescent boy. Journal of the American Psychoanalytic Association, 10(2), 289-302.

Ellis, H. (1910). Autoerotism: A Study of the Spontaneous Manifestations of the Sexual Impuse. In Studies in the psychology of sex Vol 1: The evolution of modesty, the phenomena of sexual periodicity, auto-erotism (3rd ed. rev. and enlarged) (pp. 161–325). Philadelphia, PA, US: F A Davis.

Meltzer, D. (1966) ‘The relation of anal masturbation to projective identification’, International Journal of Psychoanalysis 47: 335-342.

Schredl, M., Desch, S., Röming, F., &amp; Spachmann, A. (2009). Erotic dreams and their relationship to waking-life sexuality. Sexologies, 18(1), 38–43. http://doi.org/10.1016/j.sexol.2008.05.001

Yu, C. K. C. (2012). Pornography consumption and sexual behaviors as correlates of erotic dreams and nocturnal emissions. Dreaming, 22(4), 230.