>Don't forget, there's a comparable number of people who claim the ability to "astral travel".
That is a rather uncompelling argument. How many people claim to be able to do something has very little to do with whether or not that thing is possible. Many, many people claim to have been helped by homeopathic remedies, and none of them have. Relatively few people claim to be able to walk on their hands, but many of them can.
"Number of claims" is evidence, but it is such weak evidence that its effect on your beliefs should almost always be overwhelmed by the effect of your prior. The plausibility of astral projection and homeopathy is incredibly low, and the weak evidence given by "number of adherents" doesn't significantly budge the needle.
On the other hand, having had personal experience with lucid dreams, your appraisal of the plausibility of regular, practiced lucid dreaming should be rather high. If, then, you encounter even a dozen people who claim to have done this successfully, you should believe that is probably possible. That is, of course, unless you have some appropriately strong justification based on your understanding of neuroscience for why it should not be possible.
>When you wake up in the morning, how can you tell whether you were lucid dreaming or just dreaming that you were lucid dreaming? I don't mean that distinction as a joke; in one case you have conscious control over the dream while in the other case you don't have conscious control but dream that you do.
I don't think the distinction is meaningful. The part of your brain that perceives being in control is not the part of the brain that issues commands. So if we allow that it is possible to believe you have control over your actions without actually having control over your actions, then we must accept that this is in fact always the case, even while we are awake. The belief that you are an atomic unit which simultaneously perceives and manipulates the world is a form of essentialism which we can pretty well rule out by now.
Edit: I should also add that "lucid dreaming" doesn't technically imply control; it just means you're aware that you're in a dream.