I have, on occasion, realized that I was dreaming while I was in a dream. However, even in that setting, I have been unable to actually alter what was happening.
In fact, I have had dreams in which my basketball team is down by one point with 5 seconds left in the game and the other team has the ball. I steal a pass and head toward the rim, sail into the air to deliver the game-winning dunk, and then...miss! Then I'm like, Dang it! This is MY dream! I should be MAKING that shot!!
I have never made an attempt to increase the likelihood of lucid dreaming; I never knew such a thing was even possible.
Years ago I kept a dream diary. When I did that, it seemed like I had more vivid and interesting dreams. But most of my dreams are incredibly pedestrian. My wife will tell me this fantastically interesting dream she had and she'll ask me, "What did you dream last night? Do you remember?" And I'll remember very clearly my dream, which was something like this: I got into my car and drove to the local convenience store. Jimmy was working. I said, "Hey, Jimmy. How you doing?" He said, "Fine. It's a little slow today." I walked to the coolers and grabbed a soda. Then I went over and picked up the USA Today, scanned the headlines, then put it back. Then I paid for the soda. Said, "See ya later, Jimmy," and he nodded to me as I walked out the door. Fin.
Literally, I have dreams that are that boring. One of your links said that in dreams we are so much more creative, but for me maybe not. In real life I compose choral music, write stories, and paint pictures. In my dreams I go to 7-11 and buy a soda. SMH.
"We are not provided with wisdom, we must discover it for ourselves, after a journey through the wilderness which no one else can take for us, an effort which no one can spare us, for our wisdom is the point of view from which we come at last to regard the world." --M. Proust