Lucid Dreams - Being able to control actions while dreaming

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I remember very few of my dreams, however in the dreams I remember I am often able to realize I'm dreaming and direct the actions of the dream. I used to wake up almost immediatly after becoming aware that I was dreaming, but after years of experiancing this I have been able to stay in the dream longer. It was about a year ago that I discovered that this is called lucid dreaming and can actually be taught and used to help with reoccuring nightmares. Since reading that I have noticed that I can take control of unpleasant dreams and prevent them from becoming nightmares which might explain why I haven't had a nightmare in years. I am curious to know how common this is. My brother has been able to stop unpleasant dreams, but he immediately wakes up, where as I can fly from the scene and into a enviroment I shape and continue dreaming.