Lucid dreaming is the ability to control your dreams, you are aware that you are dreaming, but don’t wake up. Lucid dreamers are able to completely shape their dream; whilst dreaming, meaning they can create extraordinary dream experiences.
It is absolutely possible to ‘learn’ how to lucid dream yourself through a range of cognitive techniques. You can even buy gadgets such as a ‘lucid dreaming mask’ to help to induce lucid dreaming!
This article by Bruce N. Gelerter at The Mind Unleashed explains five useful ways you can start controlling your dreams.