I've read about it. Meditated before I go to sleep so that I could have them but
can't make myself. Supposedly if you can realize that you are actually dreaming during your dream then you are actually lucid dreaming. That's when you're supposed to be able to control everything that you do in your dream and have fun with it.
Yup, I've only had lucid dreams twice and both times were by accident I was not trying. Have fun with it is an understatement! You can
do just about anything you want in them. In both of them I was able to have complete control of the dream as far as stuff(people and objects) around me, direction and outcome, etc. However I could not do anything to change the entire scene around me, like "hey I'm
tired of being in this auditorium, I wanna change it to the beach). It's so weird when you realize that you're dreaming while you're in the
middle of a dream, I can't find the words to describe it, you'd have to experience it for yourself.
There are also "false awakenings" which are waking up from a dream into another dream. Each time you wake you think it's reality that
you just woke to, but no, you're still dreaming. I find these more annoying than amusing, especially when they get past 3 deep.
But if you're having them, you're closer to having a lucid dream, it's just a matter of realizing that you have not waken up.