Here's some knowledge from the time I was into lucid dreaming (6+ years ago):
Some people classify the lucidity of a dream as "non-lucid", "semi-lucid" and "lucid".
"Non-Lucid" is just a normal dream.
"Semi-Lucid" is a dream in which you know that you're dreaming, but you don't have real control and are just going with the flow.
In real lucid dreams you're fully aware that you're dreaming and can control yourself (movement & talking).
Experiencing a lucid dream is just plain awesome in my experience. You know that the experience is not real, but it feels real.
Controlling the dream itself (surroundings, other people, flying etc) is something the dreamer has to learn, as it isn't as straight-forward as just thinking/saying "I want to fly now"/"Let there be an orgy". If your brain doesn't expect something to happen, then it likely won't happen.
Flying is relatively easy because it really doesn't change your surroundings. I just imagine how I'm flying and it happens.
To change my surroundings I usually use the "spinning"/"blinking" trick: Either spin around or slowly blink with your eyes while imagining what you want to change. With some good luck it happens.
But dreams are unstable. Things can change quickly and without your control. It's a constant fight against your subconscious. A fight which often leads to waking up.
I have a recommendation for anyone still reading: Instead of flying or fucking/killing people (those were the most common themes on the forums back then), just talk with the people in your dream. You're not talking with real people, you're talking with yourself, but it doesn't feel that way.
Talking with dream characters can be useful for introspection, as dreams are heavily influenced by your feelings.
Man, that all sounds so esoteric and non-scientific. Just my experience.