Lucid Dreaming

I'm not sure how to achieve the actual state of lucidity, but once I realize I'm at that moment, I can have a usual decent control over my dream. ie- Flying around, changing things, etc.

I found that if a certain thing happened that day, or major things you've been thinking about, usually affect the state of your dreams.

>>5
During the day, occasionally pinch your nose shut and try breathing through it (which obviously won't work). Eventually you'll start doing this occasionally during dreams, where you can breathe through it, and you'll realize that you're dreaming.
There are all kinds of little 'reality check' tricks like that (eg >>2). There's a Wikibook about lucid dreaming that has some useful information.