Lukaku is on-loan at Albion from Chelsea.
"I take a full copy of the game home on DVD to see what I did wrong," he told the Daily Mail.
"I watch my games every day. It's normal if you want to be at that top level.
"You have to know your game, you have to know the details of your team-mates, what you are doing on the pitch, if you are dreaming or not."