Ah, you speak of lucid dreaming. I've heard people speak of being able to control their dreams, though they never describe it properly, which leads me to believe they never experienced true lucid dreaming.
I've only been able to achieve it once. It happened around the beginning of my teen years, so eleven or thirteen. I can't ever forget that dream. It is still clear as day in my mind.
I was having a dream about being chased by IT (Stephen King). I was terrified, screaming for help. His perfectly white, sharp teeth gleaming in the darkness. It was like I couldn't see him clearly, but his features became more clear as I ran. Eventually, I was caught at the end of the cliff; nothing below me but a raging sea ready to swallow me; nothing above me but a dark, stormy sky. I had two choices: stay and be eaten, or jump. _I never got to choose, unfortunately. The cliff's edge crumbled beneath my feet and I feel. I was swallowed by the sea, sinking… sinking so deep. I desperately tried to swim but it felt like I weighed a ton, so I sank.
It was at that moment... I don't know how to explain it. It is at a moment like this that you'd usually wake up and realise it was a dream and then try to go back to sleep... But, I didn't wake up, at least in the real world; I woke up inside my mind. I realised it was all a dream; that I was in a dream, my dream!_ I was then surrounded by darkness, yet I could still see around me. I was sitting crossed-legged on… the best I could describe it would be dark matter; nothing. If you've read Garth Nix's "The Keys to The Kingdom", think of that 'nothing'. I had actually started reading his books around then, so that might explain why my mind has decided to put me here. So, yeah… From there I just create odd things, testing lucid dreaming. It was fun.
The strange and sad thing is... I lost something that night. I never dreamed again. I haven't had a dream since that day.
My mind is just a silent graveyard when I sleep.