I used to do it. I started as a kid, left home alone a lot. I was always worried about having nightmares.
I taught myself after watching Nightmare on Elm street, the Dream Warriors. If I was worried about having a nightmare, i would tell myself until i fell asleep it was just a dream and i can control it. So, that's what I did.
I never controlled my dream from the start. I would let the dream begin and take control if I really wanted to.
After a certain age, nightmares weren't a worry for me. But nightmares weren't the only time I dreamt that way.
Once I went back to an earlier time, it was an old memory. I can't remember exactly what it was, just that dream was VERY vivid, I was reliving and altering an old memory.
The last time I had a lucid dream. It was a nightmare, i was hiding. And i knew something was going to pop up in my face. I realized i was in a dream and I woke myself up. That was an adult. And, if I ever dream I am peeing, I force myself out of the dream and wake up.
Forcing your way out of a dream is sometimes taxing.
In any case, my recent attempts to have lucid dreams have failed. I only really tried a few times. I think it's more that my method is anticipation and fear, like pissing in real life.
Lucid dreaming to me never really felt special. I can visit an old memory, but if I do that, when i wake up, I feel a sense of nostalgia and sorrow.
I'm much more interested in attempting Remote Viewing.