Last night I had a lucid dream... a very disappointing lucid dream. I couldn't fly or walk through walls or any of that fun stuff. In the past I had an unplanned lucid dream where I was able to ride on the back of a sea turtle and see a coral reef filled with colorful fish as we swam about.
the trick is practice and staying lucid for once you become lucid relax and focus then every so often say I am dreaming if you feel yourself waking up look left ,right ,left and right again this focuses you on the dream and you will have better experiences.
Not all dreams will "give" you full control over them and I find those dreams are the best ones to work with as you can control yourself, but not outside elements of the dream. It sets up a spiritual atmosphere to get your work done.
I've been lucid dreaming nearly my entire life and it still varies with me on which dreams I can change or even which dreams I'm lucid in. It just takes time and practice, though I will say that it's better to go with the flow of things rather than trying to concentrate or focus too hard.