Well, have you ever seen a consious (lucid) dreams? Have you ever tried to achieve it?
Personally I had conscious dreams twice in my life. I dreamed that I am in captivity with terrorists and it was u unbelievably terrible and scare. Suddenly, I understood that I am dreaming (it was very exciting feeling caz you can do whatever you wish, like being in virtual reality!!). I took tommy gun and started to fire! I understood that they are not able to kill me as soon I am sleeping) really cool but unfortunately I dont remember a second one but anyway, in order to control your dreams you need exercise very very regularly (at least 45 minutes a day).

Kastaneda wrote a lot about techniques of dreams control where it noticed that lucid dreams up to the regularity of trainings and degree of imagination, but essential steps to get a conscious dream are:

1. Before go to sleep lie without falling a sleep at least 20–30 minutes
2. Turn off the light and keep trying to visualise different images (any) to activate some memory zones
3. Don’t move and breath deeply as a sleeping man
4. Repeat exercise early morning.

If you do have such an experience, please write me what have you seen and how did you do this!